What order do I assemble?

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So once I have all of my components, whats next? Ive read several "how to" manuals but none of them tell me weather I should put all of the parts together all at once or one at a time.several parts have installation CD's but how do I use the CD player if it hasnt been installed? I have a video card that has an installation CD but how will that work If I dont even have the CD drive intstalled yet? it seems like all the manuals assume that windows is already installed somehow also, but once again, without a CD how do i install it? I do understand that I have some jumpers and whatnot to set and I think I can get into bios without having windows installed but will that be enough to get me started? maybe Im not looking at good build guides, does anybody know of a good site to guide me?
 
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