Any suggestions? Should I change something? Also, my budget is $440, so if you amazing people here can find something that is cheaper & better, or just cheaper, please tell me! I really want to make a PC.
I definitely agree with the changes that bigcyco1 suggested with the power supply. The Thermaltake one that you have listed would probably do fine, but these days there's really no reason not to get something that is 80-Plus certified. As far as the optical drive, staying away from Blu-ray will really hep keep costs down, which'll leave you with around $70-80 for a graphics card.
This also is worth reading. The FX processors overclocked to 4.5Ghz can only at best tie an i3 2100 in gaming. They actually lose in quite a few of these benchmarks. Not to mention the extra power and heat and money spent on the aftermarket cooling you will need to overclock them at all.
Honestly, I would drop down to the Phenom II X4 955, a difference of just 200 MHz, which is almost unnoticeable, and spend that extra $20 bucks or so elsewhere, such as a Cooler Master Hyper-212 CPU cooler.
Since external drives are nothing more than 2.5" or 3.5" bare drives with fancy plastic cases that use a small PCB to convert SATA data to USB, you can easily pull the drive out of the case and use it in a desktop system. It is certainly more money than the ones previously mentioned, but it definitely wins the dollar-per-gigabyte award.
The motherboard I chose is the best LGA 1155 board for the price. It has more features than the board your have picked out including SATA 6Gb/s and USB 3.
You still have a trash brand power supply. Since the power supply is the single most important part of any computer I recommend sticking with the brands I listed above. The Corsair CX is a better model. This is not somewhere to go cheap over quality.
You still have an off brand hard drive. Being the hard drive is the only part that is 100% guaranteed to fail over time because it's the only thing with moving parts if it was me I would spend $10 more on the Spinpoint F3.
I have done over 100 builds over about the last 15 years, everything from very budget internet only computers to high end gaming machines so I recommend this stuff from experience.