You can build a superior system to the one that Bob posted.
The I5 is a great cpu for gaming sure. but if you plan to do more than play a game at one time maybe think about something else.
I myself run an AMD fx-8350 that is 8 cores running at 4.2 ghz per core. I play games on fantastic settings and multitask as well. decode/encode two different movies and burn them both at the same time. maintain downloads/uploads and even run some folding@home all without a single hiccup.
My entire build ran me about $850 and that did not include an OS as I have one already on disc. I did however purchase several other items that were not directly needed. such as blue cathode kits, blue led fans and random other junk that I really did not need.
in short.
if you plan to just play a game and not really do anything else while you are playing your game an I5 is fine. and for the record here. the I5 2500k overclocks better than the 3570k and the one Bob mentioned.
Some things you should avoid.
core2whatever whatever does indeed mean duo or even quad.
if you decide to go the amd route go quad core or above.
and make sure you get some thermal paste with everything you buy, you WILL need it.
Usually your cpu will come with a small tube but sometimes it is forgotten and not shipped. an extra tube is not that much money 5 or 6 dollars and is worth it.
also, consider some dust filters for your fans.