Hey Zaz, let's see if I can help you out with this.
For a CPU, just go AMD. Intel and AMD are pretty much the same now anyways and I'm more familiar with AMD so that's why I'm recommending AMD. Just look for a processor that's dual core and 2.5GHz or above. You seriously don't need anything faster than that now a days since a lot of games now depend on memory and graphics instead of CPU speed. Specifically, I'd recommend the Athlon 64 X2 6000+ Windsor 3.0GHz $160.
For a video card, any GeForce 8 series would be all you need. You seriously wont need a Physx card if you use one of the 8 series. The EVGA GeForce 8600GT is $75 and that's more than enough for CoH. However, I'd recommend the 8600GTS at $200 if you have the money, that will put you on top of a lot of games for awhile.
For memory, either go with OCZ Technology or Corsair; they're dependable brand, I use OCZ. I always use dual channel but that's up to you. You can either go for the OCZ Reaper HPC 2GB (2x1GB) at $50 (which would be $100 if you want 4GB). Or the OCZ Platinum (2x1GB) and that one is a bit faster for $116 (which would then be $232).
For a hard drive, I'd recommend Western Digital. Make sure you get Serial ATA (SATA). You'd want something that is 10,000 RPM with 16MB cache. How many GB you want is dependant on how much porns you have and if they're high definition porns. These hard drives will run about $100 and above.
For a motherboard, just look for something that can hold 4 or more GB of memory and can fit all your other parts and you're good to go. Make sure that it is Socket AM2 if you're getting that CPU I recommend up there. Motherboards will run from $100 to $200.
Then you'd need power supply, a case, and I don't know what else you want. But so far that's $800 and that's seriously close to top of the line stuff right now. It's more than enough to play any game on max settings.