YOu will find your answers
here
Seriously though unless specified otherwise the CPU is sold separately. Look what socket the motherboard has to pick the right CPU. Each socket supports a range of CPUs. You also need to buy ram. Again you need to look what RAM your motherboard supports.
This information is usually located on the packing of the motherboard itself.
Then get the CPU it should be sorted by sockets, the faster the cpu the better. Same for the ram, there are less restrictions with ram, although many motherboards will only support ram up to a certain speed.
Also many motherboards thesedays support Dual link ram, that means if you want 4 gigs of ram, buy 2 brackets of 2 gig of ram and install those. The system will access both brackets simultaneously.
What you also might want to consider is if the board has crossfire or SLI support. Crossfire support means you can link 2 ATI cards toegether, SLI support means you can link 2 Nvidia cards toegether. If your card becomes slow instead of selling your old card and buy a new faster card you can grab an old used card at a bargain and almost double your grafic output.
On the good side, many boards have onboard surround sound thesedays so you wont need an extra audiocard and some come even with onboard grafic cards, which are meh though.
Make sure you have enough juice, get a 500 watts Power supply to be on the safe side, 600 or more if you are going to get a demanding system and want to do the sli or crossfire thing at some point.
