Windows was pretty well designed for Intel and compatible chipsets. Support for AMD is getting better but is still a bit touchy in some areas, especially with newer chipsets. Mobos that use ALi or VIA, for example, will rarely be natively supported by Windows. Sooooo, your mobo manufacturer will include the drivers for the chipset they used. AMD has their own versions of these, too. After you've installed Windows, make sure your devices have no question marks next to them in your "My Computer->Properties->Device Manager" window. Also verify that they are showing up as what they are. If everything checks out, you don't need the stuff on the CD (or you were successful in installing it)
or the AMD site. If you have trouble, find the relevant driver and install it. The preferred order is:
1 mobo manufacturer's website, find the most recent version you can
2 mobo manufacturer's driver CD (This is usually the same as the one from the website but it might be older. Check.)
3 chipset manufacturer's website. If VIA makes your chipset, go to VIA for drivers
4 AMD's website. If all else fails, see if AMD has a fix for what ails ya.
One last thing: I recommend getting CPUID (get it
here) and making sure your AGP is running at the maximum supported spec. In a few cases, you need to install an AMD AGP miniport driver to get 4x AGP out of your mobo.