You can to a certain extent.
Gas is dangerous, So best to get a gas safe engineer to check and make final connections for gas side. The water side not a problem, If you are capable. Do not want it leaking. You still need to keep to byelaws etc, You cannot just connect the boiler to the mains supply has to be via a non return valve etc. I have done it that way myself, Installed every thing, upto the final connection for gas.
Why B+Q? plumbers merchants have a bigger range and could well be cheaper.
SD, January 2012
