it's really not all that difficult -- I just built our first computer and I doubt I will ever buy a computer again! It just takes some research and reading. During the building process you just need to be able to follow instuctions and have some patience. I bought the dummies book "Building a PC for dummies" -- It was great. And this is a great place to come to ask questions if you have problems or anything.
Seriously, though, I knew almost nothing about building a computer when I started...I didn't realize there was anything available other than the P4! I had never seen a motherboard, and never opened up our computer case or put in a video card or anything! And I just built an ENTIRE computer all by myself.
I just didn't want you to rule out building one yourself because you're not a "major techie".