Try
www.scan.co.uk. It's a computer shop but it sells a lot of high end stuff and you'll be able to read the specs and product information on Motherboards, Processors and Graphics Cards. Like Ice said make sure you choose a Motherboard that will house the Processor. On the MB specs it should say what Processors may fit it's CPU slot.
When it comes to graphics cards, there are two main types of interface (slot) that will connect your graphics card to the Motherboard. One type is AGP and the newer type is PCI-E (PCI Express). You also need to make sure which of these slots your chosen Motherboard has before you decide on which graphics card, although most models come in both AGP and PCI-E. Also when looking at graphics cards the two main brands are ATI Radeon and NVIDIA Ge-Force. Like Ice said you'd want to choose a high end one. From personal experience I'd say that Ge-Forces are better for gaming and ATIs are better for running Windows applications.
Good luck buddy, and let us know how you get on.