Ah, the secret to every person is understanding their motivation. It's not that your dad doesn't trust you, but that he is scared about socking away a lot of money for something that may, in fact, not work. NewEgg is interested in making sales, not support. Mind you, they are fantastic at what they do--the second I have had a problem with hardware and contacted NewEgg they remedied everything ASAP and without giving me some stupid song and dance number.
However, in the instance with your dad, try taking the educational approach. Include him in discussions here and on other reliable boards for advice and show him that it's not just you building this thing in a dark room--there is a ton of knowledge you have immediate access to. Moreover, explain to him the building process, show him that you are knowledgeable in the process itself. A lot of people out there--and even some remarkably smart people--have no idea what is 'under the hood' of their PC's. It scares them. They view the PC the same way they do a television or microwave--you don't put it together, you just plug it in. I think if your dad is included in the discussion of how, and what problems come up (along with how to fix them) he will have a lot more confidence in taking that first step on your build.
It may not be the answer you want to hear, but I hope you can find a way to sit, talk with him, and go over things so that he understands the process itself. Heck, say you want him to be a part of the build--most parents like to feel they are welcome to help--even if it's just a matter of explaining "And now I'm adding thermal paste". My daughter was all over me when I built my most recent rig, and it's extremely educational to understand the components in a machine. Especially since you will likely swap out a couple of components over the years (video cards, sound cards, hard drives, DVD drives, etc.) and then there may be no safety net for him.