I just built my first box, I've toyed with upgrades, motherboard swaps, and such for a long time but never did a build from scratch myself.
Everything is running fine, except for the odd bsod here and there which I hear is common on new builds for a few weeks.
The main thing I am worried about however is that sometimes when I turn on my computer is that it just repeatedly clicks on the cd drive as if it is trying to read a disk, even when there is no disk in it!
When this happens there is nothing displayed on the computer screen, no beeps from the mother board, just NOTHING.
I think your BIOS is trying to boot from the CD/DVD. Just go in and set your C: HD
as the boot and eliminate the CD/DVD from the boot priority. Just got done with a build. My only bsod was trying to load Windows 7 without a fresh re-install.