-Intel core2 duo E8400. --> For just a bit more (at least here in the states anyway) you could go with the AMD Phenom II X4 965 Black Edition Deneb 3.4GHz
The Intel you are looking at is ranked 141 with a CPU mark of 2209.
The AMD I suggested is ranked 41 with a CPU mark of 4237.
Big difference with not much of a price change.
FYI I got that info from here --> http://www.cpubenchmark.net/
Take some to look around. You may find something else you like. Use that CPU benchmark site I posted above to check out the ratings of different CPUs.

- Motherboard. Asus is a good brand. If you stick with a intel chip that board is a good choice.

- Asus HD 4850. Decent enough card. About in the midrange. Should run most games. Probably woudln't run crysis on high though.
I wouldn't even bother with crossfire or SLI if you get nvidia to be honost. Its not really worth it. Most games won't utilize dual cards. Your better off just going with a better single card.

- OCZ 600W PSU. Something you need to check is how many amps that PSU has on the 12v rails. Most graphics cards need 20+ amps on the 12v rails. So a PSU with a combined amperage on the 12V rails of say 40 would work fine.
I also reccomend using this --> http://www.antec.outervision.com/
Put in all the componants that you have and it will tell you the minimum amount of wattage you need. Never hurts to go over the amount you need to.

- DVD drive. Only thing I can really say is just see what you can find. You can get DVD drives for dirt cheap now a days. Just read some reviews on whatever one you find to see how other people rate it.

- HDD. WD makes some of the best drives IMHO. Just get whatever size you think you will need.

- RAM. 4GB is a good amount. If you are getting a 64bit version of windows you could go for more.
Gskill is a good brand. So is Corsair, OCZ, Kingston, Crucial, Patriot, Mushkin. Again take a look around, see what kind of reviews you find on different memory that you find. (if you haven't caught on yet I am a big fan of reviews Silly )

- Case. Pretty much personal preference. Only thng I suggest is get something with very GOOD cooling. Can't stress enough how important good cooling is.

- Keyboard and mouse. Again a personal preference type of thing. Logitech makes some good stuff.

- Monitor. Again same thing, personal preference. And again, reading reviews is always helpfull.

Happy Building!