If you want to learn how to build a machine and at the same time, build the one that you will be happiest with, try this:

Go to www.anandtech.com

Decide whether you want Intel or AMD. (there are several reviews there that mey help you decide)

Read recent reviews on the following:

1. CPU's 2. Mainboards 3. Ram 4. HDD's 5. Video cards 6. Cases
(Note: there are several other components you'll probably want to check out, but these will get you started.)

This will give you an idea about what works with what, as this site provides a lot of info regarding that.
Once you pick out your mainboard and/or CPU, go to the manufacturer's website and view the manual on the product. Most mainboard manuals give you a fairly decent set of instructions on how to assemble your machine.

Intel and AMD both tell you what size power supply you need for each processor and various configs. This is really important, if the supply is too small, your system can reboot w/o warning, or commit any one of several other nasty little annoyances. I've had people RMA up to 5 mobos before they gave up and brought it to me, when all they needed was a larger power supply.

That should get you going at least. If you would like me to make a step-by-step tutorial for you, or help you decide what equipment to purchase, go to my site and post your request on the forum or email me directly.

-Smitty