1.) That CPU will be plenty for pretty much anything you throw at it; I wouldn't worry too much about it. Motherboards generally don't make a huge impact on performance, and MSI makes great stuff. Should be a nice combo.
2.) The power supply will be plenty. There's no way your system will draw that much power.
3.) Hard drive is up to you. Buy whatever you feel you need. You may want to check out Samsung's new F4 drives; they're very fast and very affordable as far as standard hard drives go.
4.) You are missing RAM and a Video Card, which you mentioned already. Aside from that, you just need basic things such as a Case, DVD Drive, Keyboard, Mouse, and Monitor. For memory, just grab 4GB of DDR3. That will be plenty of memory for the majority of applications, and won't break the bank. Any speed will do just fine, just find something affordable with good reviews. As for the video card, what kind of games were you looking at playing? Do you have a preference between ATI or Nvidia?