Actually I think you should keep researching around these forums and look at parts from Newegg.com or whatever. Computers are so easy to build these days (compared to ten years ago). There are numerous guides and videos on how to set everything up.
You need a case, PSU, processor, ram, motherboard, HDD and optionally a disc drive.
That being said, I think you should go with an i7, either a 2nd gen Core (Sandy Bridge) or the newer 3rd gen (Ivy Bridge). If it doesn't come with a heatsink and fan, get one also. Since you have the budget, the Xeons are the server/workstation grade processors with higher performance. Make sure your motherboard supports them.
Find a motherboard that supports your processor and make sure the form factor will fit into your chosen case (mATX, ATX, eATX, etc)
For graphics, I'd either get an Nvidia GTX 680 (670 to save a little cash), 690 (since you have the cash) or a Quadro (graphics card mainly for graphics rather than gaming) for graphics work (Some people prefer AMD, but I like Nvidia because of the Adobe Mercury Engine support).
I'd get a minimum of 8GB, ideally 16GB (RAM is cheap, might as well).
Get a quality 600-800W PSU (Corsair, Seasonic, etc).
I would an SSD, OCZ and Intel are my favorites, and a HDD for your files.
If you need a disc drive for Blu-Ray or DVDs or CDs, throw that in too.
Since you aren't that hardware-savvy, I would not overclock your stuff.
Hope this helps!