hey thats EXACTLY what I did...my very first computer i bought, I hand picked out all the components from this lil computer shop...(see my older server rig to see the components) and I asked to put it together, and they said no problem...theyd guide me if I did anything wrong...they were actually impressed in the fact that the customer wants to help build it instead of the typical customers that have no idea about computers and just want it to be done ASAP...so it was a change of pace for them..ever since then, its like I worked there...i could go in and look at new stuff and what not..pick up something to borrow and bring it back the next day..
this was in Austin, TX tho dunno where u are...anyhow, I think if a comp shop charges u to do ur own labor at their place...then u need to either talk to em about why u want to do it (i.e. to learn) or go to another place that doesnt mind...cuz thats kinda uncool to hafta pay to watch...considering its not THAT hard...anyhow its a great feeling to build ur own pc...