If you mean things to make sure of when connecting everything, well, its not that hard. Everything fits where its supposed to go, so don't worry, you can't make a mistake. Just make sure to either unplug the powercord from the PSU (or turn off the rear switch) before plugging everything in, then go ahead a plug away (for an athlon board, you'll only use one of the motherboard plugs - the larger rectangular one by the way). Otherwise try and keep it all plugged "neatly" for convenience (and not to hinder airflow) using tie-wraps, split loom, heatshrink, spiral wrap, whatever ! If you've got more specific questions feel free to ask.
Ahhh! It's 2003 and wait, whats this!? My computer didn't blow up! ... Well damn, there goes my new Athlon @ 333FSB and my inssurance claim... heheheh