I have a 96gt with the romeo block and I put Windsor pi heads on it and I got it all put together and when I roll it over you can hear this noise and I found out it is the timing chain catching the chain guide. What causes this?

 

Your descriptions a little vague, maybe the chain guide is broke or loose

 

No everything is brand new. Im thinking it has something to do with the heads being Windsor

 

Something's not set up right. I'm far from any sort of expert, but Windsor heads should have no issue being used on a Romeo block, or vice versa. The really only noticeable differences between the two heads were bolt pattern for the covers and how the cam gears are attached (Windsor are pressed on, Romeo are bolted on, IIIRC).

With the timing cover off, rotate the engine by hand and watch the chain to see what it's hitting.

 

It is hitting the guide and the Windsor and romeo heads have different chain guides