I would be willing to help you. I just built my first sys and it is huge. Get a case, a motherboard, a processor, a video card, RAM, a hard drive, a floppy drive (optional), a CD burner or whatever, a powersupply if your case doesn't come with one, fans, IDE cables, and a good cpu cooler. I think that is everything that you would need...Well, you know you need a keyboard, a monitor, and etc. I know you already have that. It is best just to get the stuff before you start worrying about putting it together.
I always put in the CPU into the socket of the motherboard and put on the fan before putting the mobo in the case. To put in the CPU just lift up the little lever and then push down on it. Make sure you have some Artic Silver or thermal pads (they keep the CPU in good contact with the heatsink so that it can disperse heat correctly and not burn up the CPU). If you use AMD and seeing that you have never built a computer before I would use a thermal pad because AMD CPU's are much easier to break than Intels are. The thermal pad provides a padding whereas the AS is just a paste and provides no padding. Then put on your heatsink/fan. Be careful about how you do this as you don't want to crack your CPU. The heatsink just latches right on to the CPU socket.
You should get the case and put the motherboard in. It just screws into little sockets that stick out of the back of the inside of the case. Be careful about doing that. You don't want to break anything.
Then put in your RAM. Then put in your floppy drive it just slides and screws right in. The same with the CD burner or whatever. Then put in any add-in cards into your PCI slots. They just slide right in there. Then put in your video card. It just slides in the PCI slot or the AGP slot. There will only be one AGP slot and it is different from the others so I know you can figure out where that is. Then put your hard drive(s) in. You just slide them in and then screw them in. They go in just below where the floppy would be. Then you just hook all the cables up like your hard drive cable(s), your floppy cable, your cd burner cable(s), and your LED cables (they should be defined in your mobo manual). I am sure you can figure out where they go just by what they look like. Then attach all the power cables. Then put in all case fans in the appropriate place and plug them onto the motherboard or onto the power supply cable. Then plug in your computer and make sure the power supply is on. Then press the on button and it should power up. If I have left something out of this guys let me know.