The assembly process itself is easy, trust me. The hard part is about knowing what to do AFTER that if it doesn't turn on
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3 things you have to watch out for
1) Don't let the motherboard touch the case's backplate (where you mount it) - or else it'll short out the current
2) Put the heatsink on properly. If you get an Athlon64 you're fine. But if you get a P4, the LGA775 mounting bracket is sort of tight and might cause you some problems unless you press it hard
3) Static. Wear a static wristband when building a computer.
Also List your parts. We'll tell you what works, what doesn't.
Common mistakes when picking parts:
1) People use the powersupply that came with their case (I can only recommend power supplies that come in Antec cases) - those are usually low quality and cause all their parts to fry :Q
2) Need ATX2.0 power supply for current-gen boards
3) Right parts (Ex: don't buy DDR2 if your motherboard only supports DDR, dont' buy a Socket 754 CPU if your motherboard supports Socket 939) --> Common sense.
Again, post your list of parts. We'll be able to help you and tell you what might cause you problems.
Welcome to Anandtech,
-The Pentium Guy