Building the PC is not difficult at all, so don't be worried about screwing up... I am 15 and I have built three systems without any major problems. The first time was a little tricky and took me a good three or four hours, but the components survived my cluelessness 
.
Here's my advice, given your high budget...
Ditch that Shuttle barebones... it's a waste of money and uses a motherboard with integrated graphics. You'll be a lot happier with a nice case and a nice mobo. You can browse through all the cases at NewEgg and pick out the coolest looking one if you'd like, but most of the best looking cases carry quite a price tag and don't even come with a power supply unit. Given your high budget, though, I'd say getting a nice case and high-end power supply would be a good way to start.
For the motherboard, you'll want a Canterwood-based board from a major manufacturer. ASUS P4C800 or ABIT IC7 are both good choices, although I'm having some major problems with my Corsair memory on my ABIT IS7, so maybe the ASUS would be a better option.
Memory: Corsair is a great brand, but it seems to be giving people problems on 865/875 based boards. Kingston HyperX is around the same price and is, from what I can tell, making Intel users a lot happier. Two 512MB sticks of PC3200 or higher will do the trick.
CPU: P4 3.0GHz is the obvious choice in this case, good pick.
HDD: WD1200JB should be sufficient. It's plenty fast and is a much, much better value than Raptors.
Video: Good choice (9800 Pro).
Sound: It depends on how much you're gaming and what games you play. Integrated sound nowadays isn't so bad... I'm perfectly happy listening to music with my onboard sound, although it isn't really optimal for gaming. Hold off on buying a sound card until you test out the onboard and see if it's satisfactory.
The only other thing I can think of that you may want are round IDE cables for good airflow (and they look cool) and some Arctic Silver 3 if you plan on overclocking. The round cables are about $15 each (you'll probably need two), and the AS3 should be under $10 for a tube. Make sure you thoroughly scrape off the black thermal pad on the bottom of your P4 CPU before you apply the Arctic Silver, or you'll have a big mess on your hands.
.Here's my advice, given your high budget...
Ditch that Shuttle barebones... it's a waste of money and uses a motherboard with integrated graphics. You'll be a lot happier with a nice case and a nice mobo. You can browse through all the cases at NewEgg and pick out the coolest looking one if you'd like, but most of the best looking cases carry quite a price tag and don't even come with a power supply unit. Given your high budget, though, I'd say getting a nice case and high-end power supply would be a good way to start.
For the motherboard, you'll want a Canterwood-based board from a major manufacturer. ASUS P4C800 or ABIT IC7 are both good choices, although I'm having some major problems with my Corsair memory on my ABIT IS7, so maybe the ASUS would be a better option.
Memory: Corsair is a great brand, but it seems to be giving people problems on 865/875 based boards. Kingston HyperX is around the same price and is, from what I can tell, making Intel users a lot happier. Two 512MB sticks of PC3200 or higher will do the trick.
CPU: P4 3.0GHz is the obvious choice in this case, good pick.
HDD: WD1200JB should be sufficient. It's plenty fast and is a much, much better value than Raptors.
Video: Good choice (9800 Pro).
Sound: It depends on how much you're gaming and what games you play. Integrated sound nowadays isn't so bad... I'm perfectly happy listening to music with my onboard sound, although it isn't really optimal for gaming. Hold off on buying a sound card until you test out the onboard and see if it's satisfactory.
The only other thing I can think of that you may want are round IDE cables for good airflow (and they look cool) and some Arctic Silver 3 if you plan on overclocking. The round cables are about $15 each (you'll probably need two), and the AS3 should be under $10 for a tube. Make sure you thoroughly scrape off the black thermal pad on the bottom of your P4 CPU before you apply the Arctic Silver, or you'll have a big mess on your hands.
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