Okay bud, I was in this EXACT position just on my birthday about 4 months ago...
If you want to build one, go to a local computer store, a small one, and ask them to help you out. Don't have them build it, just ask them to help you out.
If you DON'T want to build one, in the 800 dollar range, you can get a decent Compaq. Look for one with an AMD processor, 2gb of ram, and ATI graphics. My friend has one, and he can run Doom 3 on medium graphics with a good framerate.
I think that you should do as much research as you can, and if you don't feel comfortable, then go with the Compaq, but TRY and build one, as it is much more rewarding (and inexpensive).