i build myself a computer just a little over a year ago. it's a great machine - i couldn't find anything with all the specs i wanted, so building myself = getting them all for half the price. i ordered all my parts from newegg.com and hope you did too, they are really quick and very easy to deal with (returns are completely hassle free).
putting a computer together is rather easy, everything snaps into place. i put mine together in one evening. plenty of websites out there that will step you through the process better than i can.
SATA-2 drives were a small headache, but eventually i found the right drivers (need to install them during the RAID setup process when installing WinXP, manufacturer's setup instructions didn't work). i spent way more time getting Windows config'ed and drivers installed than i did physically putting the machine together.
please feel free to hit me up with any questions, always happy to help. my one tip: remember there are
two power button you need to flip to turn on the machine: the one on the case (the one you'll use on a daily basis to turn it on) and the one on the power supply. embarrassing story: i actually returned my PSU thinking it was broken because its fan wasn't turning on and it wasn't powering the computer when i hit the "on" button on the case... forgetting that i needed to flip the switch on the back of the PSU first, too
once you flip the PSU's switch, typically it stays in the "on" position permanently.
i'm a geek, and proud of it.