Take a look at tom's hardware build your own series
Build Your Own - Tom's Hardware
Building your own computer isn't hard, you just need to get the basic stuff from these type of guides, then if you have any doubts you can always ask around.
Gaming PC, as someone mentioned I would go with the i5, and ATI 5850, or the nvidia one(not sure what's the equivalent model), 4GB RAM(or 6GB DDR3 RAM if you can), PSU can be 500W from Corsair, also make sure the tower you buy is good and spacious, nothing worst than getting a gaming video card and it doesn't fit...