^ It's really not that difficult - I did it on my first try, and that was with those POS slot A athlon heatsinks where you had to use the screwdriver to attach the heatsink to the mobo...
All mobos you pick up now come with instructions/diagrams - just use it like a map - these wires go here, those go there and you're good to go.
Or if you're really nervous, just pick up the parts and pay the $20 or whatever to have Mem Ex put it together for you.