Install the drivers for your motherboard. Go here
and input your selections to get to the download page. You want to install Chipset, Audio, LAN, USB. Look over the Utilities to see if you want any of them. They should be explained in the manual for your mobo.
You will also want to install the plugins for your browser (Java, Flash, Shockwave, Quicktime, etc).
Install an antivirus. Microsoft Security Essentials
is a good one and is free as long as you are running a legit copy of Windows.
Install some great free utilities, like CCLeaner, Revo Uninstaller, EVGA Precision (for overclocking your graphics card).