agreed with ares... it's not something that's stupidly difficult to do as long as you plan it correctly...
3 questions you should ask yourself when buying the parts...
1. Case... will the motherboard i'm planning to buy fit in this properly?
don't laugh, it's a serious thing... a lot of motherboards nowdays won't fit in 'classic' cases... some, such as Dell motherboards, will only fit in Dell cases and you can't customise them well... research the board and case you're looking at and check they'll fit together
2. Power supply... this isn't a major thing if you're not building a high spec machine, but it's always worth while to check against the power requirements of your componants to make sure you're feeding them enough power from your PSU... ideally 550 or 600w should do most things happily nowdays, you shouldn't need to go above a 750 or 900w PSU unless you're building an SLI system with bluray support... but again, it's always worthwhile to double check these things.
3. Component fitting... check your motherboard first before buying processor and ram... what socket is the motherboard? Intel 775 (most common), AMD 939? Intel1156? these are all different and different processors won't work or fit in these sockets... so make sure the processor you're buying will fit in your motherboard slot... just the same as the RAM... most motherboards around nowdays will be DDR2 or DDR3 Ram slots... personally i'd recommend going for a DDR3 motherboard, purely for the speed and 'futureproofing'... with a common DDR3 motherboard you can go to 8 or 16gb ram happily... but with DDR2 you're stuck at 8...
And 4th question... i know i said 3 but this one is worth the extra... x64 or x86 (32 bit)?
Important question as it will guide what processor you buy, what amount of RAM you buy, and what Operating System you'll be installing... research them both and choose for yourself... again, i prefer x64 systems as i use over 4gb of ram, which you can't do on a x86 system... but these are things you'll have to decide when building your kit...
hope that didn't confuse you do much... but if you do have any build questions, just leave them here and i'm sure me or one of the other techies can answer them happily
M