Congrats for your new computer!
Instructions for setting up any Windows OS.
Set up the hardware first. Be careful with electricity, earthing and avoid shorting any device. Otherwise you cannot fry anything in the system.
Then access the bios (system setup). You'd have to watch the screen at boot up real quick to see the relative key stroke for your motherboard to enter the BIOS screen. Navigate and change the boot priority to CD first. Save changes and exit.
You will now have to partition and format the hard drive to make it usable.
Insert a bootable cd containing fdisk and format commands.
Follow the link for detailed info on fdisk screens http://alri.org/step2/fdisk.html
Choose y to the 1st question asking you if u wish to enable large disk support.
Then follow the screens wisely cos this is your system foundation.
Basically you need to create 1 primary DOS partition and set it active.
Create n allocate space to other partitions (extended n logical) if u wish to.
For ex, if you want 2 partitions (C: and D:), then allocate 50% space to the pri DOS partition n 50% to the extended DOS partition. You'd have to toy around with logical drives in the extended DOS partition if you want any more partitions.
Exit fdisk n format the drives. I recommend formatting in DOS if you want FAT32 file system, even tho it takes time. But if you want NTFS partitions, then better do it with the OS cd. Use the following link
http://www.cyberwalker.net/faqs/how-tos/reinstall-faq.html
Insert the OS cd in the drive and reboot. If its XP or any Windows OS, then the setup is simple. Just follow instructions.
You may have to enter your time zone, language, computer name, your name n organization n a few other details. The system will also boot a couple of times. Its normal.
Once done with the OS, change boot device priority to Hard drive again by entering the BIOS.
Install drivers only in the following sequence to avoid conflicts. And yes, reboot after each driver is installed:
Chipset drivers(your motherboard)
Video drivers
Audio drivers
Network drivers (As in modem, LAN card)
Install all other drivers in any sequence after that.
Finally install programs, softwares n applications.
You should be good to go !!
Dont worry about doing it wrong the first time. U cn keep tryin till u get it right. No harm to the system unless you short something in the hardware. Software is piece of cake. You'll learn on your own and more so, you'll be the master of ur system.
Ask again if you have any further doubts.