Typically you'd install OS software then drivers (for the OS). You didn't mention what OS you are installing, XP/Vista/Win7, it might help a little to know as far as some of the other items are concerned, specifically modem and printer. Most systems rarely hook up via phone modem but use ethernet for internet connection. A bit more info might be of help.
I would like someone to help number the list below in the order that I should install them when I install the new hard drive in my computer.
LEON MCADOO
Dell XPS 400
Dell operating system CD
drivers and utilities ResourceCD
drivers and utilities Photo All-in-one printer 962 CD
drivers and utilities V.9x 56k data/fax moden software CD
appls
Dell tools system software CD
CyberLink powerDVD CD
Sonic CinePlayer CD
Dell Media Experience CD
Microsoft office SBE 2003 with BCM CD
Photo All-in-one printer 962 CD
Sound Blaster Xfi -Technology CD
Sound Blaster Audigy CD
Roxie Creator premier SD 10.2 CD
1905FP Color Monitor CD

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