Quoted my reply from WS Forums.
I hope you bought thermal paste
http://en.wikipedia.org/wiki/Thermal_greaseThough I am not 100% sure but those Pentium models do have already some..
The on/off switches are very easy, your computer case has few cables coming from the right side (aka front panel), those are HDD/Power Leds (2 seperate), one for the restart button and one for the power on button..



(Those are EXAMPLES of the pins, your motherboard has DIFFERENT CONNECTIONS; look for the picture I edited for you)
Googled from internet; and edited a bit for you, I do not know your knowledge over computers so I also noted many things...

Because your PSU is old, it may be a 20pin and not 24pin, so Brown colors show you 4 pins you may ignore..
Important to do; Do connect the small wires before installing the motherboard because it'll be hard to do once installed..
Secondly, make sure you power BOTH CPU and Motherboard, Ram preferably on first RAM Socket.. 9500GT on graphics spot..
Noted down the front panel USB + Audio..
And yes, you need to format your computer as your motherboards has a CD with drivers (though most of the time outdated) on the first page with the manual that was in the box.. Aaand you also need to know your HDD's SATA and connect it to the correct one..
Edit: found a better resolution; here's your cheat sheet


Those are in order, same pic as I edited above.
Thanks! That's detailed. To bad I need to format my HDD.
That shouldn't be a problem either, if you are going for Windows 7, when prompt to format your HDD choose to intall on the already installed windows HDD, it will then ask you to install over it and more your files on a folder named Windows.old, that way you will not loose anything

Make sure to have downloaded 3dp chip for installing everything imediatelly.
http://www.3dpchip.com/3dpchip/3dp/chip_down_en.php < For Drivers (Prompts you to download each, after sucessfully connecting to internet!)
http://www.3dpchip.com/3dpchip/3dp/net_down_en.php < For Internet Drivers.
How it looks like;

It will help you install the latest drivers, (always check with Windows update too and make sure to install the drivers from the Asrock motherboard manual)..
I always use the second program (internet drivers), because it needs no more download, it has all internet drivers packed with it.. that's why it's 100mb, and it's useful after a format for instant internet access.. (In my case, few times Windows fails to load drivers for old motherboard, so that's why it's necessary!)