Nah, don't be nervous, you'll end up spending much less money and get better parts. All of the cables are color coded or.. they'll only fit in one place. The difference betweed AGP and PCI16 is that the pci goes faster and you'll only find an lder mobo/video card that utalizes AGP.
I challenge you to build your own computer. If you need help, post something here and we'll give you a few links. You'll learn something new and when someone has a problem, you can fix it and get payed for it.
-Q