A few useful video tutorials.
Not bad, but I recommend installing the CPU
AND the heatsink before mounting the motherboard to the case. Some heatsinks take a great deal of pressure to fasten the clips. If the motherboard is already mounted you risk cracking it when attempting to install the heatsink. So, I
always install the heatsink while the motherboard is on a bench [with static-free padding underneath it].
Also, you don't need to go crazy with the thermal paste, like this guy did [I recommend OCZ arctic silver]. Wow!