You might want to put it in the format given in the link in my signature. You'll get more help.
I don't know about Europe's prices, but what would the $ equivalent of your budget be? That'd make it much easier, since I can't read Greek.
You should not be build an Intel PC that doesn't use either the 1156 socket (i5-750) or 1366 socket (i7-920). Both are out of your budget. Switch to AMD to save some money and get better performance. Look for ones with an AM3 socket. The Phenom II series and Athlon II series are both high quaility and great for overclocking. You probably want either a Propus core (Athlon II X4 620 is the cheaper one I think) or a triple core (Phenom II X3).
Also, you do not want to be building a DDR2 machine. DDR3 is about the same price, and much better performance. DDR2 is on it's way out as we speak. Speed doesn't matter too much, so stick to either 1066 mhz or 1333 mhz. Make sure to get either CAS Latency 7 or 8 (7 is better) aka timings (7-7-7-x or 8-8-8-x). It should also be a dual channel kit (two sticks in one pack), so get either 2x1 GB sticks or 2x2 GB sticks. Whichever one fits the budget.
That HDD is not the best or cheapest anymore. Find a Samsung Spinpoint F3 500 GB. It's the best HDD out, as well as one of the cheapest.