Don't worry about it. Unless you're stupid you won't harm the components. Some general pointers for when you build a pc:
1) The outside of an antistatic bag is conductive so it can cause static damage if you're unlucky so don't place components ontop of antistatic bags
2) Plug the psu powercable in to a socket and it will ground your case if the psu is installed in it.
3) Don't touch the connectors in the socket of the mobo or touch the top of the cpu or the contact area on your heatsink.
4) Provided you don't shuffle about all over the place your body won't create enough static charge to damage anything but you can discharge any static on you by touching a radiator.
5) It'd reccomend putting the heatsink/ram on the mobo before putting it in your case. Unless the case has a removerble motherboard tray or is tiny and has a cutout so that you can acess the back of the motherboard around the socket area to put a heatsink on when it's in the case. If its a tiny case you may not be able to plug the 4/6pin mobo connector in at the top left otherwise once the heat sink is on.
6) Don't forget the 4/6pin mobo power at the top left. So many people do it and get them selves worked up. Also remember that psu's come defaulted to turned off at the back so if your pc doesn't turn on try flicking the switch at the back.
That should get you going