CPU - AMD AM2 processor, eg 3800+ @ $100 AUD = $84.74 USD
Case - Whatever, generic is fine
Fans - Shouldn't need more than you get
Ram - A gig of DDR2 should do you fine
HardDrive - they're really cheap now, pick for your $
CD drive - If you want games, you'll probably need a DVD drive (if you want to save $ get a DVD-ROM)
PSU - Pick one with your case
Gfx Card - nV 8800GT(S/X) or 8600GT(S/X) depending on your $ (8600GT is about $180AUD = $140USD ish)
MB - whatever fits, although it is important (pick one with as many PCI slots as you need, 2 I assume for your wireless/sound)
software - An OS, and drivers. (Windows or Linux, probably Windows if you want to play games) - Stay away from Vista until it's matured.
Well that's my
opinion have fun