Thanks to everyone in #gamedev who helped. My previous mobo's POSTed with just the PSU connected (probably because they all had built in graphics chips). So when I didn't POST just after screwing the mobo in, I thought "Oh teh noes". But it's all fine now.
I also got horribly confused with the case; it's a screwless design, and the drives go on runners which go in the drive bays, instead of being mounted directly onto the drive bays with screws.
On that topic, this case is awesome. I can highly recommend the "Arctic Cooling Silentium T1". It's pretty much silent (as the name says), even the hard drive is mounted in a little box which is suspended fromthe case by rubber bands. So no vibration against the case.
The PSU is at the front-bottom of the case, and has two fans drawing air in over it, then through the case and out through two fans at the back-top of the case. And it looks damn sexy [smile]
My specs are now:
It runs Guild Wars like an absolute beast now. 1280x1024, maxiumum settings, 4x antialiasing and it runs perfectly smoothly.
I rebuilt my old PC too, changing the fans so I have 2 intake, 1 outtake for better circulation / less dust intake, and fitting a wireless LAN card.
I was surprised to discover that it was getting up to 88'C in the BIOS, after only 10 minutes of being switched on. Turns out that a big splat of heat conductive gel fixed that, and it's back to a more sane 60'C. But it was always pretty hot, I think the heatsink is insufficient (The CPU is a AMD Athlon 2600, and the heatsink is rated up to a Athlon 3200 however).
I also have a new mobo to install in my sisters PC, which will take time, since that means a windows reinstall too. Hooray...
To celebrate, I'm having a LAN party on Friday, and then people round again on Saturday before the mission. Yay.