Are you saying you need help building the entire PC, or just installing the CPU? The CPU cooler should come with all you need to install it, at most maybe you'll need a screwdriver. I usually buy a tube of Arctic Silver to use instead of the supplied thermal paste. Go here for directions on how to best apply Arctic Silver (if you ask people in forums you'll get various different methods, so I'd just go with what the guys at Arctic Silver recommend!)
If you need help building a PC just look for a motherboard that supports your i5 chip and then look for memory that is compatible with that motherboard. There's a billion choices to make so you should look on your own to see what motherboard has what features you'd be interested in. Personally, I like Asus motherboards.
Once you have the CPU, motherboard, and memory figured out pretty much everything else is mix and match. Just make sure if you are buying a big graphics card or large CPU cooler that your case is big enough to house them.
Depends on what model I5 you have. Unless you have a K model which is overclockable, you can use the heat sink and fan that comes with it. It uses push pins to hold the HSF to the motherboard which is a bit tricky sometime. Just do it before installing the motherboard in the case.
If you need help with parts and/or building, answer this checklist and send it back to us. http://www.tomshardware.com/forum/261222-31-build-advic...