You mentioned you have a video card. Depending on whether it is PCI, PCI express or AGP, press the card in is coordinating slot straight - not at an angle, and firmly in the slot. Secure the card by screwing it in - see below.
Remember to use thermal paste to put on your processor before installing the heatsink - otherwise, the heatsink will just be a big block of worthless metal in your case.
I'm sure you are using SATA technology for your hard disk. The cables are usually red and are narrow - almost the size of a standard household appliance cord. Attach that cable to your hard drive and to the SATA connectors on the motherboard. (should be labeled; usually in a cluster) Now, if you are using any other technology - IDE, SCSI or what have you, it's pretty similar - just with different cables. Repeat with your optical drive, and any other drives.
I hope your power supply came with SATA power connectors, if not, you will have to wait for SATA power adaptors to arrive - they are inexpensive little things that snap into standard power connectors (molex). What's next, hmmmm.... Connect the case fan(s) to the motherboard - these connections will hopefully be labeled FAN - if not, look for three-pronged posts usually coloured white. Your case should already have a fan, usually in the rear if the company that made the case had any care.
Now, you have your memory. Take the modules by the sides, never touching the the gold plating (contacts) if you can avoid it as skin oils, over time, can affect the connection. Line up the modules with the memory slots. There will be a notch in the memory module; line that up with the slot. Push in until they snap in place. Don't be too hard! You should be doing this before you have put the motherboard in the case.
I'm sure that's all your components. I hope you are not doing this on carpet and, likewise, I hope you are grounded. Good luck!
