Like the above said,
When everything is put together and IF it all works first go then:
1. Head straight to bios and set your cd/dvd as 1st boot device
2. Put in your OS (which you never stated was windows but others assumed)
If it is windows XP, then make sure it has SP2(new cd's do) because it has a built in firewall which is enough for most people
3. Install and Setup OS
4. Install all mb drivers, graphics, sound etc
5. If your using Ethernet (and you've installed the drivers for it) then your internet will work automatically. Run Windows/Microsoft Update and get all the updates(including most of the ones which aren't 'critical')
6. Get an Anti-virus software (If your looking for a free one, i recommend AVG Free Edition from Grisoft)
7. At this stage hopefully everything is running stable, you have a fully updated OS as well as 'secure' so you should be good to go.
IF you come across any problems don't forget to post on the forums for plenty of abuse. . . i mean help :lol: