well,there is a lot needed in a reply for this--but i'll try.
the main things you will need is a case, a motherboard, a cpu and power supply (and ram/HDD). you may also wan't a discrete graphics card(the motherboard will have graphics capabilities built-in, but they won't be steller)
first, you need to choose if your going to use AMD or intel. motherboards are processor-specific so you have to chose on and stick with that choice when buying more components. i think you should go with an amd--they are generally cheaper and the differences in speed between intel and amd isn't that
obvious. try an athlon II x4 or phenomIIx4 -- or just browse the site and find a suitable one, here's a handy chart
[for a power supply, choose one between the required amount for the processor and motherboard]
for a motherboard, the phenom above has an am3 socket and also supports am2+ sockets as well, so browse motherboard manufacturers (asus/gigabyte etc) in their AMD section with am2+(fast) and am3(faster) processor sockets and choose one with capabilities similar to what you want.
choose a case that you think looks good, and is cheap. and MAKE SURE that you choose on that will fit
your motherboard inside it.
ram must be chosen according to what sockets are on your motherboard--ddr/ddr2/ddr3 etc. you'll want 2gb + . [min 4gb if your using a 64bit OS]
and the hard drive, one with a 5400rpm will probably be fine, but if you are willing to fork out some extra $$$, then you can go with a 7400rpm unit. you will probably want 320+ gigs, but i dunno-- it's your choice
i won't go into graphics cards, because i can't be bothered