Looks like a great build, Tony! I would've probably gone with the 2500k processor so you could have overclocked it in the future, but it should still be crazy fast. I am putting together a PC for a friend right now and it is pretty close to this.
Everything is pretty straight forward. When you are putting it together, make sure you seat the ram well, it's pretty common for people to be nervous and not push it in hard enough.
For the settings, everything should be pretty straight forward. When you boot up for the first time you can go into the bios and check your boot priority. Make sure it has your optical drive first.
I believe that you have to change the settings on your SATA to either AHCI or RAID for your SSD - I'm not sure, I have never done this and am pulling from a vague memory, you are going to have to look this up. Im pretty jealous of the SSD, honestly, I have been wanting to pick one up, but I just reloaded my OS a couple weeks ago, and the thought of doing it again makes me a little queasy.
After you get it up and running Windows and the drivers installed, you could go back into the bios and make sure your memory is running at the advertised speed and timings.
Oh, and if nothing happens the first time you power it up, dont freak out, just unplug the computer and reset the CMOS (probably a jumper, check the manual) and try it again. It's pretty common for static electricity during installation to put the CMOS on the fritz.