All of your shiny new components come with manuals. Read these carefully, and never throw them away. Control Static Static electricity is the mortal enemy of microchips. Be sure to ground yourself frequently by touching metal objects away from your work. Wear a wrist strap, and protect the operating theater with an anti-static mat.
Most cases come with the power supply installed.
These newfangled CPUs and hard drives generate so much heat that you should also install an extra case fan. This goes in the front of the case, near the bottom, next to the built-in PC speaker. Buy ball-bearing fans. They don't cost much more than the cheapies and will last years longer. Motherboard Some CPUs have a mounting bracket that fastens to the motherboard.