head over to the system building forum, there is a sticky posted up top about building basics. there are also plenty of how-to's on the web, though I cant think of any atm.
at the top of the this forum (hardware) is a good troubleshooter as well. can make life much easier if you hit a snag.
try the case, by just holding the mobo in there, see if the screws line up, etc.
you will need to do a repair install of windows, so it can recognize all the new hardware its getting. if you have a way to back up any critical data, its a good idea to do it, just in case things go horribly wrong somehow. it should be no problem, but its one of those ounce of prevention things...
as for your psu (power supply), look at it and see if you can find any info on make and wattage, then post it up for us.
fear not, building isnt very hard, its just about being careful.