OK, make sure you install the CPU, heat sink and fan as well as the RAM (in that order) with the motherboard outside of the case.
You want to remove the fan from the heat sink, and clean it the best you can, be careful when you screw the fan back on, tighten the screws a lilbit and go on to the next X.
Beofre you put the fan on, clean the heat sink the best you can, wipe the old paste and then use some Contact Cleaner till it is clean, with a drop or 2 of water on the bottom of the heat sink, sand the surface, since it is 400 Grit, do it gently, spray Contact Cleaner again and clean it good, leave the CPU in the old motherboard socket and wipe the old past off of it, then use the Contact Cleaner to clean it good, no sandpaper on the CPU.
Now you can move the CPU to it's new home and install it, then do the heat sink and fan, again do this before putting the motherboard in.
Install the RAM, once in, take it out and re-insert it, I do this there times to make sure it is in, with new motherboards.
Check the standoffs and make sure they match the wholes with the motherboard, this is a good chance to clean the case.
Push out the OLD I/O shield at the back and place the new one in, make sure all tabs that block the ports at the back are bent up, allowing full access to the rear panel ports.
Before you put the mobo in, try and boot it up outside of the case for a test run, adjust the tightness of the heat sink fan, till it is running good, not wanting to warp it while screwing it down.
If all goes well, connect the rest of the components, check the mobo site for any BIOS update before attempting to install XP, forgot if we are going to do a Repair install or fresh.
Let us know.
EDIT: when you put the cpu in the new mobo, push down on it gently before closing the lever, wipe your finger prints before applying the paste