Connect the ATX power connector from the power supply to the motherboard. Do this now. If you forget about it and later fire up your computer while the ATX connector is not connected to anything, then you will fry your computer's power supply.
On Pentium 4 and most other high-powered computers, you will also have to connect the P4 connector to the motherboard. You may also have to connect power to some high-end video cards and certain other components.
