of course they're going to scare you by saying that when you build your computer yourself it's going to blow up. if you let them do it they get some nice extra cash.
building your own computer is simple, really simple. every piece of hardware (motherboard, cpu, ...) comes with its own manual with pictures and a step by step guide on how to install everything. about 97% of everything only fits into a certain slot, and only in a specific way. if you don't care about hiding your cables so your case looks good on the inside i'd say it should take about 30 mins to completely build your pc (maybe an hour since you'll be reading some parts of the manual the first time).