Guide to home built

Building your own machine isnt all that hard, everything can only plug in one way and into one place. Only tricky bit is heat-sinks, some have pretty complicated mounting mechanisms. Software wise isnt all that complicated either, its more just going through a checklist getting drivers and such.

Here are a couple of build guides.

NCIX Tech Tips, Ultimate AMD System Build Guide.
http://www.youtube.com/watch?v=HIJx6Y3tofg
General build guide, plugs everything together and assembles it
http://www.youtube.com/watch?v=dfaUqk9wQOU
You can ignore the bit where he configures the RAID, you probably wont do that.
http://www.youtube.com/watch?v=ERhxmzQR6xA
Cable management can take a while, but is definetly worth doing.

Newegg Build Series.
Part 1: choosing components.
http://www.youtube.com/watch?v=lPIXAtNGGCw
Would skip this, just start a thread here using the template in the new build forum. Sure the people here will figure out a good build for you.
Part 2: The Build
http://www.youtube.com/watch?v=d_56kyib-Ls
Part 3: Installing Windows and Finishing touches.
http://www.youtube.com/watch?v=RxaVBsXEiok

Thanks for that answer ! I'll check on all those websites !

Manofchalk covered everything... The only thing I would add is put your power supply in and plug it in to the wall so you have a ground and can touch the case to remove your static charge. This will protect components you touch from getting fried.  

I want to include a wrist band for that purpose in my order (it's only 3 $!) is it gonna do the trick ?

Yeah that works great and is a lot easier and safer to use