*one of your new links isn't working - it's showing an array of glasses(?)
*So, you've listed a case, mobo, CPU, CPU cooler and PSU (and the glasses); you still need:
*DVD (well, I guess that's optional, but then you'll need a USB drive to install everything)
Do you have all these things? If not, you're going to have to factor that into your $400.
*I'm not really sure I understand why you are spend $35 on a CPU cooler when you're only spending $65 on the CPU. If you're not planning on OC'ing (and I don't see the point with the Pentium - in fact, I don't even know if you can), then you should put all the money towards the CPU and use the stock cooler. I'd recommend the i3-2100
(3.1, $110). This will be a vast improvement over the Pentium.
*Finally, have you considered a cheap barebones system? You can often get most of the components you need and just fill in the rest (usually, the GPU, OS are missing). Here's an i3-2100 system
that has everything but the OS for $375 (including shipping but BEFORE $20 Rebate). NOTE:
PSUs that come in barebones systems are usually very unreliable, so you'll probably have to replace the PSU - I would buy the one you already listed while you're at it.
Hope this helps.