I'm looking to build a gaming computer

I've never built a computer before but a couple of my friends have told me that it's nothing to be afraid of and it's not even hard. I'm willing to give it a go, and if I need help they said they would be more than willing. I'm not too tech-savvy, but I do know a thing or two about graphics cards and processors, but other than that I'm a bit clueless. I play WoW, GW2, Team Fortress 2, Diablo 3, and Battlefield 3, I'd like to be able to play them at medium settings but also within a budget of $400-$600. Any and all help would be a appreciated.