This will be my first ever build. I want to keep it under 850 NZD, and dont wont to buy things from over seas, i mainly just need advice on the build etc, and can hunt around for good prices in New Zealand. I dont have really any knowledge in components but i can get a friend to help me put it all together, hes just not up to date on current components. www.pricespy.co.nz is a really good NZ website which lists pretty much all retailers prices.
CPU - $105 One of the fastest AMD dual cores out there. I'd prefer to get you an Athlon II x3 425/435 chips, but I couldn't find it on the list.
AMD Athlon II X2 250 3.0GHz Socket AM3 Box http://pricespy.co.nz/product.php?p=437749
Total ~$883!!! Obviously you can get some better deals in there, but I think the basic system is there for you to look at. I was trying to fit in the best GPU that you can afford (5770) and not skimp on too many parts eslewhere. I think that the 3 gHz dual core CPU will do quite fine for your gaming needs. Under this budget I couldn't fit in a quad core (Athlon II x4 620), but I think I got a good substitute for the $!!
Edit: I forgot to mention that the 5770 is the equivalent to a 4890 or there abouts. The 4870 you linked would be a good GPU too, so don't count it out. The 5770 has Directx 11 capability and Eyefinity (3 monitors at once), so I don't know if that is a concern for you or not. You could step down to a 5750 if you like, they appear to be about $40-50 less than the 5770.