How to ensure compatibility of video card/sound card/CD-RW?

[praetorius]

Occasionally I mess around by going to Dell's website to pseudo-build a computer. (No, no, I won't be buying a Dell or any other pre-made computer.) Anyway, sometimes when I mix a certain video card with a particular sound card or CD-RW or DVD drive, I get a red error message indicating that the combination is incompatible. My question is: In building my own system, what do I need to watch out for in ensuring that my video card, sound card, and CD-RW/DVD drives are all compatible?