I'm just going to add for the people who recommended a Sapphire graphics card, I would say do not buy from Sapphire. Ever. Their cards have so many problems, and are plagued with black screen crashes and BSOD problems. I bought a 7870 from them and it didn't work, so I got to see how good their customer service was. It took over a month to get a replacement, and I had to pay for the postage and packaging too. Not recommended.
As for building a PC, if you are confident, just go for it! It really is pretty simple, you just need a guide for a first time build and some common sense.
I built my first gaming PC a few years ago, when I had just turned 14! I didn't have much knowledge on PC's either, I just went for it and it all worked first time. I learned a lot from that too. The Newegg guides were really handy, I would recommend them for building a PC for the first time. They help you with choosing your components, the actual build and installing all the software.
Here is the first video in the Newegg tutorial series:
http://www.youtube.com/watch?v=lPIXAtNGGCw
The hardest part in my opinion is paying for the components.

Seriously though, building it is actually pretty simple.
Good luck if you decide to build one in the end!
