as stated go slowly read the manuals that come with the hardware carefully so you understand the next step before attempting it.
ram and video are tough sometimes to seat
ram may need extra force to seat and video card should seat with no gold showing where it seats in the mobo
if applying as3 use a thin layer and spread it evenly
do not force parts but gradually add force as needed
make sure you read about jumpers etc... and know their locations in advance
list your system specs for detailed help with specific hardware
double check everything before adding power
be careful to ground yourself by holding one hand on the case to prevent static discharges.
make sure you have all the updated drivers from the web on hand (in case something doesn't work from the disk,and to avoid any problems "enjoying your new computer"
good luck and congrats
mike