Are these computer components all compatible?

Hard disk is too thin. Use a 3.5" harddisk unless your case comes with a bracket for thin notebook ones,or ssd's (similar size).Also,stick to 7200RPM
You can find better a case http://www.newegg.com/Product/Product.aspx?Item=N82E168...
And don't use that power supply, you don't want to be cheap there,it's the component that does heavy losses if it dies on you. http://www.newegg.com/Product/Product.aspx?Item=N82E168...

Agree with everything Allan said.

This topic has been moved from the section CPU & Components to section Systems by Mousemonkey