Gaming PC around $500-600?

Ok, I am new to this site, but it looks like a great place to start.
I am currently using a laptop computer, but am having problems with it and would like to get a desktop for a seriously better gaming experience.
I will be using the computer to play World of Warcraft, use facebook and surfing the web, such as ebay and that sort of thing.
My budget is about $500, if I have to go a little over I may be able to come up with $600.
I have never built a computer and have no idea how to get started, but I hear it is cheaper. I would kind of like a pre-built, but if it really isn't hard to do or someone has a really good guide on how to build one that would be great, and I may be able to try it, I'm just worried about ordering the stuff and then not being able to put it all together... Or are there any websites that build it when I order it or anything?
I will be building completely from scratch as I have nothing yet, so I will also need all of the peripherals.Thanks ahead of time, I really appreciate any and all help! =D
Also I do not know a lot of computer jargon, I am learning as I go so please bear with me