Scratch

We need to know more... what kind of games are you gonna play.... what is your budget.... etc.

I will play shooting games, like CoD and DH3 (deer hunter 3.)

For the budget part 400-800

In my searches online I found this excellent guide (http://lifehacker.com/5828747/how-to-build-a-computer-from-scratch-the-complete-guide)

Unfortunately your budget will probably be squeezed by the lack of a monitor. That alone can take a decent chunk out of your budget. While I'm usually an Intel diehard at that budget I'd probably recommend going with an AMD processor, unless you're willing to try going back a few generations to Core2Quad or similar. For GPU try a Radeon HD7750 or 7770. Make sure if you do go back a few generations that your Motherboard supports DDR3 RAM. DDR2 is overpriced and has limited capacity, and they aren't compatible. Go for at least a TB of HDD, since really it's not worth it to go down for a 750GB or so. The price difference is so small that you're better off with the TB. Don't go for an SSD at that price, if you need faster speeds get two 500GB drives and put them in a RAID 0 setup that will double the speed (but be careful, it also doubles the chances of drive failure. If either one of those drives fail, all of the data is lost). Get at least 8GB of RAM. If you don't have a spare copy of Windows, that's another $100 out of your budget. To hope for a complete system that's good for gaming with no preexisting parts at that price would be incredibly difficult. Do you have at least like an extra television or something that could work as a monitor? Also if you truly don't have any parts laying around, don't forget to budget in mice and keyboards. They don't just pop out of thin air.

Also... keep in mind that you can probably buy a monitor used!