Well, in a PC, one wire will fit only in one way and one slot. Just take your time, put things one at a time. Make sure you really take your time when installing the CPU because the pins are VERY fragile. The RAM sticks will require a fair amount of pushing power, don't be afaid to apply a good amount, just make sure you dont slip and snap the stick. Other than that, the rest of the parts should fit in with a little more ease, just make sure it's plugging in the right way
As for the heat sinks, you want to apply a VERY thin layer of grease (too much will have a reverse cooling effect). On my computer the OEM heat sinks had clamps which were insanely hard to push in.