New motherboard and processor (blue screen)

Ok I bought a new motherboard and processor the guy at the store said I needed to go through the boot menu and (put in the disk when I turn on the computer) and to select what I need to download. but everything I click on doesn't work I still get a blue screen after the initial start up. Ive gone back through all the menus and still cant find what I need too and I still get blue screen. can anyone tell me help me and give a step by step. Thank You!
 
John, have you worked on computers before this? Did you install the motherboard and processor yourself?
 
No not really helped my dad build one but he had everything done already just put the parts on. I built this computer myself. yes
 
The CPU, and it's heatsink are put on the motherboard before it is installed in the case. The memory can be installed before the motherboard is mounted too. Match the motherboard mounting holes with the motherboard standoffs and mount the board into the case, with the I/O shield installed in it's opening first. Attach the case power switch wires, LED wires and the USB lines to motherboard. Install the hard drive(s) and CD/DVD drive(s). Install the power supply and attach it wires to the motherboard and the other hardware. Set the bios to boot from the CD/DVD drive. Place the Operating System disc in the CD/DVD drive and boot the computer
 
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