Advice please on new system installation

Hello, I wasn't sure where to post this, so here goes...
I am building new computer this week, and it's the first time I have done this. I am concerned about getting everything installed right. Can anyone help, or link to a guide for software/driver installation?
To give you an idea, I asked this in another forum and someone said "install xp, update, install drivers, update, etc." then another reply "oh be sure to install DX9 before chipset drivers or the video card will be messed up" etc.
Basicly I know how to physicly install the memory, cards, etc, but I am growing increasingly worried that if I don't install software or drivers in the right order I'm going to screw this up. If it will help, the main components are listed below. Thanks in advance for help
Erik

New computer stuff -
AMD Athlon XP 3000 400fsb
DFI Lanparty nforce II 'b'
Geil Golden Dragon 1gb (2/512 pc 3500)
Seagate 80 gb sata (1 hd only, no raid for now)
Asus 9800xt
Audigy 2 ZS
Lite-on cd-rw
Lite-on dvd
Antec 480W true blue
and the usual other stuff monitor, keyboard, etc

Windows XP is fairly idiot proof. I don't think it's necessary to install DX9 before your chipset drivers. I don't ever recall that being an issue.

Okay, brain. You don't like me, and I don't like you, but let's get through this thing and then I can continue killing you with beer. -- Homer Simpson.