You will need DDR3 1866 / 1600 / 1333 / 1066 memory to go with it, not the ddr2 you asked about.
Your selected video card will work.
There is already 8.1 surround sound included on the motherboard, I don't think I would waste my money (or time to put it in if you already have it) on a 5.1 sound card.
The wireless card will work but if you put in the sound card you won't have any pci slots available to use it. Given my earlier statement about the sound card you can use it there. Can you find a regular "N" card instead of the draft N? Might be a little better.
OS, hdd and cd/dvd will work.
I can't find any information on the black saturn case's psu so unless it's a quality brand name I wouldn't use it. And for the raidmax ninja case it might be ok, but again I don't consider raidmax's psu to be quality, The case is ok, can you get it without the psu and we can add that later?
One trick to building your own pc is to start with what cpu you want and can afford. Looking at the socket for the cpu you then search for a motherboard that's compatible with that. When you find a motherboard you like you should then go to the mobo manufacturer's website and check for compatible cpu's. If yours is listed, so far so good. If not, find another board and try again. While on the manufacturer's website you then look for the QVL, (qualified vendors' list) for compatible memory.
For instance, you like the AMD A4-3000 2.5 GHz cpu? It's a socket FM1 You can get it here for ~75.
So you look up socket FM1 motherboards and you get something like this ASUS F1A75-M LE FM1 AMD A75 (Hudson D3) SATA 6Gb/s USB 3.0 Micro ATX AMD Motherboard with UEFI BIOS that you can get here for $95.
Then, you go to the motherboard's manufacturer's website and check cpu compatibility list. You see that the AMD A4-3300 (AD3300OJZ22GX, rev.B0, 2.5GHz, DC, L2:1M, HD6410D, 65W) is on it, so far, so good. Then you check the memory support list (QVL), HERE and this site actually makes you download a copy to your computer, do so and open it and see what appeals to you. Like these KINGSTON KVR1066D3N7/4G 4GB. It's a single 4 GB stick that you can get here for $25.
I'm going to stop here and let you decide how you want to proceed. Do you want to keep going with the current build or do you want to try something different? If you want to start over just click on the link that zhongyan provided and follow those easy steps and people can help you get what you want for what you can afford - as much as possible of course lol.