Since you've specified dual SLI video cards, you will need to power both of them with +12VDC, preferrably on separate, balance rails. Unfortunately, it's not as simple as simply throwing a couple Y-connectors on a four-pin plug; there has to be sufficient power (ie, amperage) to run both AND all the other 12vdc components. With dual SLI video cards (check the specs on yours, the power requirements should be listed) you should look into one of the so-called SLI-Certified PSU's. Enermax makes one (600Watts) and then there is the current king of SLI-Certified PSU's, a 850Watt monster from PC Power & Cooling which will set you back over 400 engravings of dead Presidents. Here's a link to their site: http://www.pcpowerandcooling.com/products/viewproduct.php?show=T85SSI
I read your other posts and judging from this post here it sounds like you've got your shopping list pretty well set, though you didn't mention what case you were going to house all this high-end stuff in. Don't forget that you're going to need a lot of cooling to keep all this stuff from self-destructing though heat, and unless you feel comfortable with water cooling, you're going to need a number of fans set up in a cross-flow configuration. This will also make this a very NOISY computer. There are quiet fans out there, but most achieve their quiet ratings by slower fan speeds, hence, less airflow (CFM).
I do have one significant question, though: What are you intending to DO with this monster rig when you get it built and when (or if) you get all the bits and pieces working together? If you're just planning on doing normal websurfing, email and the like, you're spending a lot of money for something that you really don't need... kind of like building a Ferrari just for a two-block trip to the local Seven and Eleven, you know? And while I'm in the curious mode, why do you want or think you need two DVD burners? You do know that you can copy CD's and DVD's (watch those copyrights!) with only one burner drive, right?
You also didn't mention a HSF for your CPU. If you buy the retail version of the P4, the HSF that comes with it is adequate, but pretty anemic overall, and won't handle higher temps from bad ventilation or extra heat caused by overclocking. If you buy an OEM CPU, you'll have to buy a separate HSF anyway. Just for starters, go to http://www.coolermaster.com and check out some of their offerings.
Nor did you mention what monitor you're going to hook up to those dual SLI GPU's. Following the clue that you have plenty of money to throw at this project, I would recommend nothing less than a 21" monitor. If you have the desk real estate, CRT's still offer better response time, resolution and pixel pitch than the vast majority of LCD's, though the gap is narrowing. If you do decide to go the LCD route, try for one that has 16ms or less refresh rate, and as much luminance and contratst ratio as you can, plus a DVI connection. Bear in mind that with the great majority of software, you won't see much, if any, difference between an analog (which a CRT will use) or digital connection.
I do commend you for using these forums to get answers to your questions but keep in mind that many who answer you are techies & certified geeks who just love to recommend the latest high-end goodies. Bob Proffit answered one of your forum posts in which he said you need to look for balance in your system. While your shopping list does seem to satisfy that requirement from a hardware standpoint, you might wish to cnsider that same balance against your needs. What you've spec'd out here is a very high-end graphics/gaming computer, and will easily out-perform most of my clents business servers.
If you just want a very good performing machine that won't embarrass you and give you years of service, save you time, hassle, and maybe some money besides, plus a warranty besides, you might check out Dell's XPS series. You can spec it out pretty good if you choose the "customize it" option. Also, HP has a very good and highly-rated Media Center Edition setup you might want to check out. Just so you know, Microsoft Media Center Edition is a subset of Windows XP Pro. The only caveat is that if you're going to set this machine up in a domain, an MCE PC may not be for you.
Lastly, and because you've described yourself as a newbie, unless you have as much time & patience as you seem to have funding, or unless you have a strong masochistic streak, I might suggest that you find a local professional techie guru to either build and debug this system for you, or at least assist you in doing so.
Best of luck to you.
Doctor Micro, Inc.