Is this a good build? What could be better?

http://www.newegg.com/Product/Produc...82E16827136149
http://www.newegg.com/Product/Produc...82E16811119068
http://www.newegg.com/Product/Produc...82E16822136073
http://www.newegg.com/Product/Produc...82E16814127409
http://www.newegg.com/Product/Produc...82E16817151040
http://www.newegg.com/Product/Produc...82E16820231122
http://www.newegg.com/Product/Produc...82E16813128372
http://www.newegg.com/Product/Produc...82E16819115206

Whats the best OS system for gaming?
What should I change in my build to make it better? (Budget is strictly $700.)
Am I missing anything? This is my first time building a computer.
Can someone link me to a very, very descriptive noob guide to putting it all together?
Do I have to buy the OS thing or is it preinstalled once I build it?
Will this be able to play Bioshock and such? On max settings?

Anything important I should know?

That's a great PC and I think it's complete. Only thing I would change is the PSU, try 650W+ And yes, you will definately be able to play Bioshock on max with that. You should use Vista with that since that build can easily handle it, but if you like XP, go with XP. And you need to buy the OS seperately.