I suggest any nforce2 based motherboard, make sure you get 2 256MB sticks of RAM so you can run in dual channel. Corsair XMS PC3200 (400MHz) RAM will do the trick if you're looking for good high quality RAM. The motherboard you get will have documentation on which DIMM slots to put the RAM in to make them run in dual channel. As far as that videocard goes, I would suggest an ATI Radeon 9100 128MB instead. I've heard bad things about the MX440. CPU-wise, you should get an XP2500+ for the extra L2 cache and overclockability, plus it's cheaper. The motherboard should support 200MHz FSB so that you can easily overclock the CPU to 200FSB. Make sure you're harddrive has 8MB cache. If you want to get a Western Digital, make sure it's a "Special Edition" drive to insure the 8MB cache. The extra cache just makes the loading and transferring of files faster. You are ok on the cdrw and dvd rom drives, Lite-on is a good brand so I hear. For a soundcard, the Soundblaster Live! 5.1 is a pretty old card and the Audigy 2 is well worth the extra money. If the motherboard you get comes with the nVidia SoundStorm APU use it instead of the Audigy 2. Otherwise, get the Audigy 2 card. So this is what I would suggest:
Athlon XP 2500+
ASUS A7N8X rev 2.0 or 200FSB (400FSB) supporting motherboard
2X 256MB Corsair PC3200
Western Digital 80GB "Special Edition" 7200RPM Drive
ATI Radeon 9100
Same CDRW and DVD drives
SoundBlaster Audigy 2 or nVidia Soundstorm (if it comes with the motherboard)
Oh, and good luck on building!
DFI i815EP, Intel Pentium III (Tualatin) 1.42GHz, ATI Radeon 9100, SoundBlaster Audigy 2 Platinum, Samsung 512MB SDR SDRAM, Maxtor 60GB 7200RPM 2MB Cache