I have wires that says: PLED (+) PLED (-) RESET BLUE AND WHITE CABLE
The first two operate the lights (LEDs) for the main power switch which should glow one colour for standby and another for power on.

The "reset" operates the smaller reset button on the front of the box. This is sometimes called the "hot reboot" or "restart" button. In the Windows shutdown menu, these are the equivalent of the red and green buttons, although these are physically controlling the power supply rather than programatically controlling the OS.

Go into your BIOS and look at the power management options. Disable all the crap relating to "snooze", "standby", "hibernate" or whatever.......it will only bring you grief in the long run, and on a desktop machine is about as useful as **** on a boar I think that we are all old enough to know how to switch a computer off when we are not using it?

You may also find options for what happens when you press the main power button (set this to on/off, "turn the machine off" or whatever they call it) The other button should be set to "restart"

Now all you have to do is get the little connectors attached to the right pins on the MoBo, and THE RIGHT WAY ROUND! If something isn't working, try it facing the other way.....in my experience they will all have the writing facing the same way, depending on the particular MoBo.

I have the main hdd in the first one and the optical drive in sata 2
Try it in #3 or #4

Does your floptical drive only have a SATA connection?

To get power to the HDD from the PSU, you may need MOLEX to SATA connection cable. Over here these cost £0.70, they will be cheaper in the USA.

CPU:

The heatsink should have come with a cardboard or thick paper template which you align to the heatsink base and apply the paste in an even, thin, coating. Otherwise just coat all of it

Apply about as much as 0.5 of a grain of shortgrain rice (stuff you make puddings with) evenly to the top of the processor(s) chips which should stand up slightly from the body of the processor unit. Then reassemble and you should be good to go.

REMEMBER you can have too much thermal paste as well as too little!

Make sure the CPU fan is spinning...........it usually is a 3 or 4 pin connection on the MoBo. I think you have gotten this right already, as your system seems to be shutting down due to processor overheating?

Yes if you are sill having problems, some pictures might be useful.

Good Luck!