Ok. Building a PC isn't very hard, but you do need to have a fair amount of knowledge to do so.
ESD or Electrostatic Discharge is one thing that you need to be very aware of. One cheap way to ground yourself os to buy a Antistatic wrist strap. They are usually alligator clips that clip onto the metal of the case and have a wire connected to a metal object strapped to your wrist. Or - if you don't have one, you can use the (touch power supply method or any metal in the case). Oh, an don't build your PC on the carpet or any metal surface.
The first thing you should do is really take a good look through your MOBO manual. Get a really good feel for the lay-out and know exactly were everything is located. I like to install the CPU first, then the Heatsink and fan, then the memory and then mount the MOBO in the case. It's much easier to install these components outside the case then inside. Once this is complete, i usually connect the MOBO power connecter and the CPU power connecter. Then I hook up the system fan and the CPU fan. Then hookup the FRONT PANEL power, reset, HDD indicator lights ETC... (VERY IMPORTANT) Make sure you set the CMOS jumper to the normal position. MOBOS come with the jumper in the CLEAR position to save the system battery. IF your MOBO has a onboard video hook up the monitor to that for now. IF not then you can install the video card.
Then try to power up your PC and enter into the BIOS.
If you get into the system bios with no beeps or problems you can go ahead and power off and unplug. Then install your Disc Drives and your HDD's and any video or audio card you wish.
Once all the components are in and the proper disc drive jumpers are set you can go ahead and power up and enter the bios. Review the system bios and make sure that all your components are recognized. If they are then you are ready to install your operating system. If they are not, then you need to do a like troubleshooting.
That's another post. Good Luck