Here's the thing. Building a pc isn't hard. Getting everything configured correctly (drivers and such) is actually harder than putting all the hardware togeather. There are however, ALOT of simple small things that can go wrong that can seriously flusterate you while building a pc if you aren't experienced in figuring out what the problem is exactly. Most of us here would be more than willing to give you a hand if you run into any problems if you post on the forum, so hang on to yer old pc until your new one is built. I took the build your own pc plung back in the late 80s on a 3200$ system (massive 486dx50 hoo-rah!). It took me a few tries to get it right, I forgot some basic things like setting the master/slave/standalone on the ide drives, but I did get it togeather and it did perform quite a bit better than anything storebought would have performed (I had *boggle* 4mb of video ram! and a 2400 baud wang internal modem!) I've never looked back and it actually started me down the roading of doing comp sci as a career.
If you feel you can be patient and ask questions if something doesn't go right the first time, if you feel you won't panic if it doesn't turn on when you hit the power the first time, and if you feel like you think you can do it... try, it's really not that hard.
If you get a sinking sickening feeling in your stomache and you are afraid to try, don't do it. You'll just stress yourself out and ruin a fun experience because you weren't ready to do that yet.
You will need the following parts (some may be integrated on the motherboard however)
CPU (amd or intel)
CPU Fan (Buy a RETAIL CPU package and it will come with a decent fan.)
RAM (2 chips totaling the ammount of ram you want if dual ddr)
Motherboard (make sure its the right mobo for the chip type!)
Video Card (or integrated)
Sound Card (or integrated)
Hard Drive (SATA or IDE)
Floppy Drive (Optional, but I'd recommend one)
CD-Rom (Optional, but I'd recommend one)
Case (Pick a good one with most of the fans built in)
Power Supply (A good one is critical)
Monitor (if you already have one you're going to use skip this)
2 Power Cables (Usually get 1 with Case and Monitor both)
1 IDE Cable Per 2 IDE Devices (Usually comes with motherboard)
1 Backpanel for case (Usually comes with motherboard)
1 CD Audio cable for each cd/dvd drive (Usually get with Drive)
1 Tube of good thermal paste (don't get thermal glue... artic silver is good for intels, amd actually has recommendations you must abide by and artic silver voids the warrenty)
2 dozen thumbscrews to make life easier. (Thumbscrew good)
You may need to purchase case fans to untilize all the open spaces inside your case for fans, but that isn't a requirement. You won't need to purchase any heatsinks. The motherboard, vidcard, soundcard, ram, etc all come WITH fans/heatsinks as required and unless you are overclocking quite a bit, they are sufficent. The cpu will also come with a fan/heatsink if you bought a retail chip, if you bought oem you're going to need thermal compound and a aftermarket fan/heatsink combo.
That's pretty much the list, I'm sure I'm forgetting something off the top of my head, but its the vast majority. Oh and a bit of patience
Shadus