It does not come with an OS, so I am wondering, what OS will it initially have? Am I suppose to get one of those preinstalltion cds (windows xp). This would be OEM I presume since it’s basically a homebuilt cpu for sale. Someone please let me know how I initially install an OS (being windows xp)
If you bought a computer without an OS then the hard drive will be completely empty. You’ll need to purchase a full (not upgrade) version of Windows XP. Use the Windows XP CD-ROM to boot up your system and follow instructions to install Windows XP onto the hard drive.
A homebuilt processor…?
Let us know how that works out… or do you mean a homebuilt motherboard?
When you said CPU I though you meant just the CPU. I once did that, bought a 950MHz Athlon Slot-A CPU from Ubid. It was shipped in a box the size of a toaster over, and the only packing material was a torn padded envelope, a handful of foam peanuts, and get this, a Rubbermaid mop head. In spite of this the CPU plugged in (after I removed the bits of styrofoam that had worked their way into the chip housing) and is still running one of my PCs today.
Back to the OP, if you check around in small PC retailers you may be able to buy an OEM copy of XP. The only stipulation is that it must be sold in conjunction with some piece of hardware. In the case of one local store, that hardware can consist of as little as a $1 power splitter cable. I paid $153 (plus the $1 for the cable) for the OEM WinXP Pro full install disc.
Oh, come now. All you need to do is turn the garage into a negative-pressure clean room …
“clean room”… pah. I built a nuclear warhead on Tuesday with nothing but a pair of rubber gloves and some shoe polish…
Thats a lie! You need duct tape to build a nuke, along with some paper clips. Duh! 
No, no, it’s 3-in-1 oil and gauze pads. Oh, and ball bearings. It’s all ball bearings now.
Clean rooms are typically positive-pressure. As measured w.r.t. their surroundings.
SoulSearching, what did you buy? What speed? What bios? etc. we need more data.