hedwards: I mostly agree, but it's really important to have network drivers just in case. Sometimes a computer will ship that isn't supported by one of MS' generic drivers.
True. Had to format an Acer laptop once, don't know which wired / wireless network cards it had, but the generic drivers didn't work for both of them. The only machine that gave me this kind of a problem, but still, it can happen.
haydenaurion: I don't know, i'm not quite comfortable connecting without an anti-virus installed, but the main reason is because my internet connection is upstairs and the only place that has no carpet and no static is downstairs. Though I suppose I could do a boot test, put the PC together then take it upstairs to my internet connection and do the rest of the setup.
There's nothing to be comfortable or uncomfortable about. Windows doesn't connect to malicious sites on its own.
Just run Windows Update, and it should offer you MSE. That is if you're on 7. Using Win 8, you don't have to bother with AVs at all, it is all built in.