I bought the same heli and radio. The 450sa comes pre-assembled straight from the factory. You can pretty much install the electronics and go. This is what I did soon as I got mines. After a few flights I got curious and took the whole thing apart down to the last screw. It's a very easy heli to put together and maintain.
If you follow the manual to the letter it will get u in the air without any problems. If you want to really set up the heli like a pro the I suggest you [link=http://helifreak.com/viewtopic.php?t=12455]visit Finless' T-Rex build videos[/link]. They are very informative if not educational. Pay very close attention to the CCPM videos.
The only tricky part setting up your heli will be the gyro. You will not find the gyro set up vids for that particualr gyro in the TRex section. [link=http://video.helifreak.com/?subpath=finless/hdx300&filename=tail_gyro.wmv]Click here for the Align gyro setup videos.[/link] Hope this all helps and welcome to the family