Building a pc is by no means easy and it is wrong to encourage people with very little computer knowledge to build their own pc's. I believe that a person who doesn't know what a BIOS is can't tell the difference between a harddisk and a memory module. It's not rocket science, but you have to know what you're doing, and how you can do it right, and also how you can do it wrong.
I built my pc for the first time about a month ago and I only knew what the parts looked like, but not much more. I did a lot of research on how you need to connect everything but it's still not as easy as it seems. Some parts take more pressure than you will dare if you're not good with computers, some parts require less. Once you know how to do it (having done it instead of having read it) it will be a breeze. But the first build is always a bit tricky.
If you do want to build yourself, do thorough research on each component; what types are there, how do I connect them, what are the sensitive spots, how much pressure can it take, etc. There's not much that can go wrong but you do need to take a number of precautions before you build.
You could always let your retailer build your system. That is, if you order your complete system off one. I don't know if newegg provides this service, but I'm definite that most pc retailers do. While they're at it they'll see if the components are working and compatible, and they'll install everything for you. This should only set you back about $50 at most. I can get it done for $30 around here.