New Build(questions)

I have built a new system for my brother for Christmas and I went through the BIOS and set everything up but after I exit out of BIOS and boot into Windows Vista,I get a blue screen and booting into Windows restarts.I try the other modes(safemode etc...)and it is the same blue screen.My build is <> Motherboard-- MSI 870 G45 AM3<> CPU-- AMD Athlon II x 2 240 Regor 2.8gHz + cooler master cooler with Arctic Silver thermal paste<>HARD DRIVE--Western Digital Caviar Blue 160gb 7,200rpm<>GPU--BFG GTX 260896OCE<>PSU-- Rocketfish 700w<>SOUNDCARD-- Razer AC-1 Barracuda 7.1/w- head phones<>Monitor--Gateway 21inch<>OS-- WINDOWS VISTA Ultimate 64<> RAM-- Crucial 1gb DDR3 1066mHz x2(2 total gb)<>OPTICAL DRIVE--Lite-On 24x DVD Writer<>CASE-- Rosewill Destroyer ATX Mid-tower.<><><><> I have not really tried too much trouble shooting on this problem because the last time I wasted like 6 hours on a previous build. I have built many computers before but this is problem number 2.The rest were smooth operations,especially my last build(if interrested see my profile specs).This build I am questioning was the quickest and easiest set up I have done.It is probably something simple that I over looked.All components work in my test bed.I wonder why the blue screen would come up? All help is appreciated.