Donnieboy, start by reading the last few new computer threads in this section. There's plenty of good comments.
At the very basics, building a computer starts by determining the main purpose it will be used for. Supposing it's gaming, the examples in the posts referred to should give a good direction. After knowing what it will be used for the next step would be budget. Let us know those two things and you'll get more answers than you'd care to read.
The phrase "lose everything" leaves me a little confused. Do you mean that you have something saved on the hard disk you're planning to salvage, but you don't mind losing it? If so, the preferred way would be to copy the files to an external disk or a memory stick, depending on the amount. You'll have to wipe everything off the disk anyway when installing it into a new build. Then again, new hard disks aren't that expensive, roughly 5 to 10% of the total.
A very rough sketch: an Intel 2 or more cores processor running at 3 GHz or above, 8 to 16 GB of memory, GeForce GTX 960 or a better video card, a good quality 500 to 750 W power supply depending on the other components. Plus of course a well breathing roomy case, a motherboard suitable for the processor etc. That should allow you to enjoy most any game on the market at the moment.