That is your issue most likely. I have never herd any noise when installing the CPU, nor being difficult to push down.
That is because you are using HDMI. Do it right and use DVI or VGA to use your computer.
you can view 1080p HD just fine on VGA and DVI. DVI and HDMI are the same thing, but DVI does not carry sound.
did you plug the 2 6 pin adapters into the graphics card and the power supply? Are they the right way round?
Also, are you putting the cable on the graphics card or the motherboard headers?
yes, now you install windows. You need a SATA power cable on the DVD drive also.
Can you show us a pic of the inside of your machine? I've read through the thread and I've seen you had a number of issues regarding RAM and CPUs and stuff. I just want to make sure everything is OK before you do anything else.