Building a gaming PC is like build any other but a few pieces of hardware need to be taken into consideration.
1. you need a really good video card, preferably one with at least 128MBs of ram like an ATI Radeon 9800 Pro 128MB card.
2. You should have at least 512MBs of memory, higher is better up to 1gig. After one gig the performance levels out so any more will not help.
3. Power supply needs to be at least a 350w or higher and a name brand would be best for stable through put. I would recommend a 400w.
Hope this helps.