The motherboard manuals are completely self explanitory, but there are those occasions where the names in the manual don't match up with various parts. Especially when it comes to the Case LED's. But you can always get help here if you can't figure it out.
If your doing IDE Drives, put the hard drive on the Primary IDE slot, and the put the CD Drives on the seconday IDE slot, making sure that one of the drives jumpers is set to primary, and the other slave. Trust me, thats something I missed and it cost me hours the first time. The jumpers are located on the back of the drives, and its just a matter of moving a small plasic piece over the correct marked pins.
Here are a few tips to make things a bit easier. Install the CPU and Heatsink before you put it in the case. Then check all those little mounting screws that the motherboard mounts on, make sure their screwed in very tight. Its a pain in the butt when one of them comes loose and you have to take out the entire motherboard to screw it back it. Once you have the motherboard in and secure, mount all the drives in the case. I would then install all the cables n such. Like the USB, and the Case Lights before I put in the AGP and PCI cards. Occasionally though your going to have to move things around to get them to fit around all the cables. I don't know if this makes any sense but I tried, Good Luck