Step 5: Step 4: Bike, Assemble!
I only ran into one problem:
My seat-post was too small for my frame, so I had to shim it with a piece of a soda can.
The wheelset I bought was a "flip flop", which means that one side has a fixed gear, and the other side has a single speed gear, which can free spin. You can switch from fixed to single speed by flipping the wheel around and attaching it to the rear axle. I switch from fixed to single speed periodically, because I like to go down hills fast, which is very very difficult with a fixed gear bike, because the pedals have to keep moving at the speed the bike is moving.
Good tips for :
wrapping the handlebars: http://sheldonbrown.com/handlebar-tape.html
saddle adjustments: http://sheldonbrown.com/saddles.html#adjustment
bottom bracket right or left threaded: http://sheldonbrown.com/cribsheet-bottombrackets.html