Have a look at the stickies at the top of the Building sections of the forum to start.
Also, have a look at these:
What I find that helps for the first time you build a pc, is if you know someone who has done it before to help you.
As for choosing the parts themselves, have a look at websites like:
(The CPU/Vid card charts more specifically)
What you can do to make sure you are choosing the right parts, is make a thread saying something like "$1000 Gaming Build" and make a list of the parts you are thinking about getting. Then, wait for the critique of TF's membership
Welcome to TF, by the way
Make sure to stop into the New Member Intros section and tell us a bit about yourself!