Why would you use an HP case? They usually are pretty bad, you can get a MUCH nicer case by getting it separately.
I don't know if you'd have to purchase anything from HP, but I highly suggest you dump the case and buy a new one.
As for the motherboard, motherboards never come with programs. Programs go on the hard drives. Motherboards come only with the drivers they need to run, nothing else. Wild Tangent, MS Works, those are all programs that would go to your hard drives.
Before you start building anything, please Google for some basic "do it yourself" computer building guides. You learn a lot, learn what to do and more importantly, what NOT to do. And before you do anything, ask around in these forums. You can also learn a lot, especially from those with lots of first-hand experience.
Glad you chose to DIY! You learn a ton, you get to customize everything, and most of all, you have fun! And welcome to Anandtech! Good luck with everything! If you need to know anything, or need to ask for opinions, feel free to post and ask us.