You don't need to take classes to learn how to build a PC. I didn't take classes. I did however have a friend on hand who knows how to build them to help me. Which is better than a class IMO. There are some good videos and some good written guides available on the Net. And there are some very knowledgeable and helpful people on various message boards like AT.
A word of caution here... They are not as easy as some would have you believe. If they were super easy everyone would do it. There is a learning curve. Some people can do it and some can't. Not trying to discourage anyone but we do have to be realistic here. If you are already comfortable replacing easy things like a video card and ram and maybe even something like an optical drive then I'd say you can learn how to do a full assembly.
I find trouble shooting a problem the hardest part. Especially if its software. I'm good at hardware solving but software troubleshooting gets me all frustrated. Luckily I have a buddy who is a guru at building a PC so I have someone to fall back on for hands on help.