Honestly, its pretty much like legos.
Start by putting the cpu in the socket. It has a little triangle in one corner that matches up to another triangle on the socket. Then close the lid thingy and lock it down.
Then put on the cpu cooler making sure to orient it so that the fan will be blowing out to the back. You can put the fan on either side of the cooler as long as it is blowing outwards.
Next put in your ram. Check your motherboard manual to see which slots to put it in. Then set that aside.
Now install the psu. Make sure the fan isnt facing the back wall of the case.
Then slide in your hard drive and dvd drives to the slots you want them in. Screw them in with the screws that come with the motherboard or use the tool-free clips on the side.
Now find the little gold standoffs that screw into where the motherboard goes. There should be a guide as to where to put them for ATX. A standoff is the screw that has a screwhole on top of it so you can screw in another screw on it.
Then place the motherboard in the case and line it up with the standoffs; screw it down with the screws provided with your case.
Now put your graphics card into the top slot that it fits in. There should be something in the motherboard manual as to where to put it too. There should be a 'x16' somewhere around the slot you put it in.
Now plug in all the power cords from the psu into their proper spots. They all only go in one place and should be labeled too. Make sure everything is plugged into the PSU.
Next find the proper cables for your hard drive and dvd drive. They should be flat and skinny. There will be a group of connections on the motherboard for you to put them.
Once you have double checked that everything is plugged in and connected, hook up your monitor, mouse and keyboard, and plug in the PSU to the wall and start up it up! Then just put the windows disk in your DVD drive and follow the instructions to install windows. Its really quite simple once you look at it all together. Everything only goes in one place.
Heres an image of your mobo that i labeled so you knew where everything will go.