Your Hard drive should attach to the IDE#1 on the motherboard via a flat cable. On the motherboard you will see (3) spots (usually together) approx. 2 inches in length..... this is where you attache the flat cable. Make sure the "red" wire on the flat cable is plugged into the slot so that the red wire goes to (1) on the slot (you will see a small "1" on the motherboard). If you look at the flat cable(s) you will see that one of the end wires is actually "red" or painted with a "red" color. The red goes to the "1" pin on the slot. You will find a slightly smaller (almost identical), slot for the cable that goes to the floppy drive.
You will notice the floppy drive "flat" cable is slightly narrower, but attaches in the same manner as the hard drive. These "flat" cables carry the data from/to your motherboard.
The power connector that goes to the power supply (plug in LAST), only connects to the motherboard one way. You should be able to figure it out.
The "power" connections on your hard drive and cd/dvd drives, are the same connector type. You will notice that there are 4-6 connectors coming off of your power supply that will fit only one way into each of your hard drive/cdrom/dvdrom. Your "power" connection on your floppy drive is much smaller and you will find a few of those types of connectors coming from the power supply as well. The power connector for the floppy drive.... again only can connect one way. You will see this when you go to connect.
Note that your RAM can only go in ONE way. Do not force ANYTHING. Take your time, and if you have to force anything into position.. you probably have it going in wrong. Take a look at the RAM and you will see that it can only go in one way (for instance).
It might be very helpful to go to a site that has "pictures" of a computer build. Try BXBoards.com or one of those sites. I don't think Anand has a "photo by photo" article on building a system (although they should) for their members.
REMEMBER and ALWAYS.... NEVER, NEVER, EVER plug your computer/power supply into the wall... UNTIL you are completely finished. And only after you have removed ALL tools and have made sure your connections are all correct.
NEVER try to attach a sound card/video card or other PCI card or RAM with the computer plugged into the wall. This sounds like a no brainer... but the temptation will be to just quickly plug in a PCI card without unplugging. I promise you will short something if you don't unplug first.
BE very careful installing your CPU. Take your time. If you become frustrated.... leave and come back.
Let us know how it goes.