Hate to promote a website but http://ElitePcbuilding.com has step by step instructions with pictures on how to put each part into your computer, which should prove to be very helpful if you have never done it before.
Other notes would be to not work on carpet flooring, wear an anti-static wrist watch that is plugged into the ground on you electric outlet on the wall (GROUND!), have a phillips screwdriver and a flashlight ready, install the CPU and cpu fan into the motherboard before you screw the motherboard into the case.