I built a computer from tigerdirect a week ago myself, and had problems booting into Windows, and it turned out I needed to put the cd rom and the hard drive on seperate IDE cables and change the boot order in the BIOS. Once I did this things went fine. I think it might have to do with ATA 133 vs ATA 100.
I would start by taking them both off the same IDE cable, as this resolved a lot of problems for me. Also when you boot into Windows be prepared to see your hard drive be only about half of the size if it's 200 gigs or more. Let me know when you get there, and I can help you get the rest of the drive back.
Gene