I wouldn't waste your time with a class. Like I said once you decide to do it you will laugh at how easy it is. Even calling it "building" a computer is probly insulting to people who really build stuff. I'm not even sure what they would teach at a class, the biggest part is how to use a screw driver.
Basically you snap the CPU, RAM, video card, audio card into the motherboard, screw the board into the case. screw the hard drive, dvd drive into the case, plug them into the board and install...
If you buy the top quality parts there isn't much that can go wrong and it will be a much better computer since makers are going to skimp on the quality of parts they can't market. You can also salvage parts too if the system dies or you upgrade. I think my power supply is 7 years old now.