This brief tutorial assumes your hard drive has not previously been formatted, fdisked, or had any operating system on it (but this procedure can be followed even if that was the case).  It's to help you if you have just built your own computer from scratch.
*Note - for some information on setting up Windows 2000, you may also want to see HowTo Upgrade Windows. 

Why?

So that you will have a Windows operating system to use!

How?

1. Once you have assembled your computer, insert the Windows 98 boot disk (discussed in HowTo Format - also tells how to get it). and power on your computer.  Assuming you have no major error messages, you should boot to the A: prompt.  Now type in fdisk and you will begin setting up your hard drive.  You will probably want to press Y to enable large disk support (FAT32). Press 1 to create a DOS partition. 1 to create primary DOS partition. Unless you need to create separate partitions, just allow it to use all available space in the primary partition and to make it active.  You can press 4 to display partition information from the front menu.  Make sure C: is partition one and is set as active (A). Exit fdisk and restart your computer with the floppy disk still inserted. 
*Note - fdisk may display a smaller amount of disk space that what you think your drive is supposed to be.  That's normal so don't be alarmed (i.e. a 9 GB drive may display 8,754 MB).

2. After your computer restarts to the floppy, your hard drive is set up, but it has not been formatted. So, type format c: and press Y to confirm.  It may take awhile to format your hard drive. Give the hard drive a volume name if you wish (a short name - perhaps your last name). 

3. Assuming you booted with the option "Startup computer with CD-ROM support," you should now be able to access your CD-ROM drive (if not, just restart your computer and select that option). Insert your Windows 9x CD-ROM. To access your CD, type in cd d: (assuming d: is your CD-ROM drive). Then type in setup.exe to begin setting up Windows.  That's all there is to it!  Windows will ask you for some basic information, and you may need the driver files for some of you hardware (should have come with the hardware you purchased - on CD usually).  Windows' setup process is mostly automated, and you should have your computer setup in less than an hour once you have started installing.  Enjoy!