the video card will just plug into the agp or pci express slot
pic of ago slot
then if need be plug in the extra power connector. the same plug for the hardrive and cd rom. it will tell you in the manual if its needed.
make sure you everything is seated down all the way. if your not sure take it out and put it back in.
the gray goup on the bottom of the cpu fan is fine, that is suppost to be there. just make sure the plastic is off the heatsink. Also make sure the heatsink is on properly(meaning not on backwards). look at the manual it will show a picture. if you install the heatsink backwards you will fry your processor. make sure you have the cpu fan plugged in before you but the case back on and all that good stuff. its actually a good idea to leave the case off when you first turn it on to make sure all the fans are spinning.
make sure everythig has power. harddrive, cdrom, most newer boards have two power plugs. the biggest ATX plug and the small 4 connector (p4) connector. again double check the manual.
once you have verified all that stuff. turn the system on put the cd in the drive. and if its a new hardrive windows xp will automaticaly start installing. if it doesn't you will need boot into the bios and make the cdrom the first boot device. to accesss the bios its either the del, f1 or f2 key. it various per board, but will tell you when you first turn the sytem on.
follow the prompts and you wil be in windows in no time.