I would think leaving the components in the case would end up making your box to large to be a wallbox. As far as the software, SKJukebox is one of many great ones. There is also a program called Tag & Rename that will search amazon, pull all the info for any cd you have, and rename your mp3's into whatever format you want. You can simply put a shortcut to whatever your jukebox software is into your windows startup folder and that will take care of your boot issues. If you want more details, just shoot me a pm and I will answer any and all questions I can.
Here is a ink to a juke I am building, granted, not a wall mount, but I am working on one of those as well, the link to it is listed as well.
http://forum.arcadecontrols.com/index.php?topic=81234.0I would be happy to help you in anyway I can, there are several good resources in the new projects section, check Mountains build, very awesome and detailed.