rgd1101 :
save/backup your data. format the HD and reinstall windows.
bryonhowley :
Also if the version of Windows you are using is the Compaq OEM then it will not work with replacing that many components because it will not really be a Compaq any longer.
One last thing are you putting your new hardware into a new case? Most OEM cases will not accept aftermarket motherboards. I would also take a close look at the PSU you are using if it is coming from the Compaq also. Pre-built rigs like your Compaq usually only have a PSU big enough for the computer as it comes from the manufacture so adding more components onto them can easily overload it.
SargeSparta :
Could I put the Windows ISO on a disk and use that? It has the CD key on the side. And how should I format it?
EDIT: NVM I figured everything out.
You would not be able to "format" your HDD and then reinstall Windows. During installation the HDD would automatically be formatted. Also, if you are keeping the original HDD, there may be a "Recovery" partition that is hidden. You may be able to reinstall Windows from that partition after changing whichever components you plan on changing. Most manufacturers us industry standards for their cases so you shouldn't have too much problem using the same case, however, a generic cheap case, or even a used case with a standard arrangement, should be free or around $20-$30. In addition, if you are getting that many new parts, why not get a new HDD or SSD and power supply, they are some of the least expensive parts to replace. I do agree that if you are getting a GPU you will probably need a larger PSU as the OEM PSU is probably 300 or 350 watts, no whee near enough to support a graphics card. BTW what did you end up doing?