I have been building systems since 2005, so I know this stuff.
The board is socket 1155, so the CPU has to be socket 1155. Which it is.
The PSU, HDD, and GFX does not matter to your specific model, as long as you get the right connections. PSU - 24-pin power cord, 8-pin CPU power, PCI-E power, The correct connectors, etc.
The RAM, as said in the board specifications, needs to be DDR3. So I picked out some nice ones for cheap.
Case is just a recommended one. As long as it it is ATX, it will fit your system.
CPU: Central Processing Uniit - Might of heard of a Processor, Intel Pentium 4; i3, i5, i7, AMD Phenom II
PSU: Power Supply Unit - Powers your very motherboard and all your peripherals. Hard drive, DVD Burner.
HDD: Hard Disk Drive - Where you load your OS off
RAM: Random Access Memory - Your memory that works in the background to make your system work faster. It allows you to run programs temporarily in Memory until you close it.
Case: Where all you parts fit in, A case is much personal preference.
GFX: It's tech jargon for a Graphic card, video card.
I know all this will work together from years of doing this.
Might want to watch this: The animated guide to Building a PC. Learn to build a PC from scratch with PCitYourself!