Don't be too conserned about static just dont rub ur feet on the carpeting or baloons and if u think ur holding a charge touch something metal that's grounded. Uh to assemble, basically put the PSU in, then ther motherboard, the the drives, then the pci/agp cards and a memory, and you can put the cpu/hsf on whenever u see fit i guess?
Use some nice high quality screwdrivers to avoid slipping--at the very least, you'll need a #1 and a #2 Phillips. Some jeweler's screwdrivers and small needle-nose pliars will come in handy for some heat sink clips. A good flashlight is useful too.
Make sure your motherboard is supported everywhere it's supposed to be, but don't add extra stand-offs where there are no screw holes, or you'll short out the motherboard.
After you're doubly certain your CPU heatsink is on straight and securely clipped, check it again. Look carefully at the clips. If it doesn't look right it's not! Un-clip it and try again. (Both sides should look the same, and all tabs, holes, slots, etc., should line-up fully.)
And finally, no matter how tempting, don't try to "test" your MB/CPU before you install the heat sink. (You know how hot a 60 watt light bulb becomes after just a few seconds, right? Well, CPUs these days can draw 60 or more watts, so that giant heat sink is not optional.)