[Halcyon]

As Rob says, as long as you are careful and dont make it a "rush" job, you will be fine.
For a first time builder, you should give yourself atleast a full weekend.
And the weekend before that, you should be reading all the manuals that you will get...... the motherboard manual will be your PC bible as that will oversee how everything interconnects.

Start off buying all the external bits like the box, monitor, power supply, and the drives.....DVD, floppy, Hard drive, etc.
Oh and remember to check your motherboard manual to see where you need to place your stand off screws where the motherboard will sit on.
Fitting these things in the case is simple screwing work and it means the big things are in the case and out of the way once you get onto the more complex parts.

The moment where you have to be the most careful is when sorting out the motherboard. Its best to put it out on the anti static bag it came in and make sure you, yourself are wearing your anti static strap. (These straps cost about £4 from Maplins. Then hook the other end to an earthed source such as a radiator or your system case if it is plugged in and OFF).

Putting in the RAM and CPU whilst outside the box will be easier.
Just set things in slowly. They should pop in to place quite easily. you will notice that most things will only go in one way too so you cant go wrong.

Just make sure you observe how to align your processor with the correct pins in the correct corner......this will all be in the documentation you will get.

As long as you have done your research, you shouldnt have any problems with compatibility issues.