The Cpu will be the first part you install. It will go in the motherboard. (note) when holding the Cpu be very carful the little gold pins bend very easy hold it on its side...DONT!! touch the Pins
This is what the CPU looks like
Now that the cpu is in it should look something like this.
Next you will be putting the fan on the Cpu, but before you do this you need to put the glue the comes with the fan on the cpu before putting the cpu on. When putting the glue on just put a little amount about the size of a penny. Now put the fan on the cpu and make sure you line up the groves on the fans with the natches on the black box around the cpu.