Hi, welcome to CF. You should really build your own computer. for the price of a retail one, you could match and beat the perfomance if you built your own. The hardest part is choosing what to buy.
Basically, the motherboard, processor and CPU are most important. RAM is important too, but if you plan on using DDR2 you cant get 2gb for around $40.
The other advantage of building your own system is choice on operating system, and the ability to overclock.
To find parts for a new system these sites are probably the best and easiest way to go:
http://www.ebay.com
http://www.newegg.com
Get a computer case first, but don't get one with a power supply already in it. they are generally crappy.
That is about all i can help you with. I am not very up to date with the latest in everything.
I'm sure some other members will help you with everything else.
Good Luck!