Imstalling Pc componets in case

For tools, all you need is a Philips head screwdriver and preferably an anti-static wristband.

Second time I'v linked this today.
NCIX Tech Tips Build Guide.
http://www.youtube.com/watch?v=HIJx6Y3tofg

Newegg build guide.
http://www.youtube.com/watch?v=d_56kyib-Ls&feature=relm...

What if i don't use a anti static band what would happen

Then there is the possibility you could fry static sensitive components like the RAM and CPU if you touch their gold connectors (which you shouldn't do regardless of precautions)

You can still build without it safely, but requires some extra thought.
Install the PSU into the case and plug it into the wall (if it has a switch turn it off). That way the case is grounded. Periodically touch any metal bit of the case to ground yourself and disperse any static that may have built up on you.
An anti static wristband is essentially just a wire that connects you to the case, eliminating the need to touch it constantly.

As well as normal anti-static measures such as not standing on carpet and to do the build on a non-conductive surface (A wooden table or stone bench is good).

Nothing really. If you are careful by grounding yourself by touching the metal of the case, you should be fine. Don't build on carpet either.

The wristband is nice, but I personally don't use one unless I am building a build for a customer. Its like $5.

So when i am putting in the motherboard i have to hold on the cases

Just ground yourself every so often.