Go to the tech forum here post your budget and they'll sort you out with the parts. The building itself is very simple, cables are mostly colourcoded - things only fit in 1 place etc.
There's hundreds of guides on the internet, aswell as thousands of videos with step-by-step walkthroughs on how to do it. It's intimidating at first but once you've done it once you can now literary save £100s for every single computer you'll ever buy in the future. It's a sound investment not to mention that you will probably end up with better performance.
You can select the components you want. Power effetient, Gaming rig, Cheap, with the future in mind, etc.
Usually suppliers tend to get el cheapo mb's for their computers, which have crap specs, etc, etc. If you build your own, replacing stuff when something gets broken or just for an upgrade is much easier aswell.