People really don't recommend TigerDirect. Newegg and ZipZoomFly are considered much better.
Anyways, if I had $2000 to spend, I would get something along the lines of this:
Newegg.com - GIGABYTE 3D Aurora 570 GZ-FA1CA-*** Silver 1.0 mm Aluminum body ATX Full Tower Computer Case - Retail
(very nice case)
Newegg.com - Seagate Barracuda 7200.10 ST3320620AS (Perpendicular Recording Technology) 320GB 7200 RPM 16MB Cache SATA 3.0Gb/s Hard Drive - OEM
(might need more space but only you can know that)
Newegg.com - EVGA 256-P2-N624-AR GeForce 7900GS 256MB 256-bit GDDR3 PCI Express x16 KO Video Card - Retail
(don't know the extent of your video editing, but this should do fine. You don't need an 8800 since DX10 won't do anything for ya for video editing. If you do some really extreme stuff, you need to look at the pricey Quadro cards)
Newegg.com - G.SKILL 2GB (2 x 1GB) 240-Pin DDR2 SDRAM DDR2 800 (PC2 6400) Dual Channel Kit Desktop Memory - Retail
(Some of the best RAM. I don't think you need 4GB but again I don't know the extent of your video editing.)
Newegg.com - ASUS P5B Deluxe LGA 775 Intel P965 Express ATX Intel Motherboard - Retail
(great mobo. You could go with your original though, it's also very good)
Newegg.com - Intel Core 2 Duo E6600 Conroe 2.4GHz 4M shared L2 Cache LGA 775 Processor - Retail
(Buying anything more powerful right now isn't worth it even with a 3-4k budget)
Newegg.com - Scythe SCNJ-1100P 120mm Sleeve CPU Cooler - Retail
(Will help cool your cpu a lot especially if you overclock which you really should)
Corsair HX Series CMPSU-520HX 520W Power Supply at ZipZoomfly
(One of the best. Plenty of power)
You'll also need a sound card but I don't what kinds are recommended for audio editing.
Without a sound card, this is only around $1200 (before tax/shipping.) If you really want to spend $2000, the part you should look at upgrading first and foremost is the RAM (if you really think you need 4GB), the video card, and the hard drive (you might want more space or faster ones for video/audio. If you want faster, you can either get Raptors or RAID0 two hard drives. RAID0 is fast but also has a higher chance of failing. If one drive fails, all of the data is lost.)
Building isn't too difficult. It is mostly, like you said, just connecting all the parts. The only thing that's not just connecting the parts is applying the thermal grease but that isn't too difficult either.
The build you see is perfect for overclocking which you GOTTA do. It's not that hard and it won't put any of your parts in danger as long as you do it carefully. You will however need to research it a bit and ask for help though. It will increase your performance by a HUGE amount.
Also, you'll be able to get an E6600 for $220-$240 after April 22nd.