Like pretty much everybody said, the first step is to do some benching on air and get familiar with the software end of things.
Seeing that you have a SandyBridge CPU at a decent speed, see if you can find a cheap 8800 series nvidia GPU or ATI 4850/4870 (you want a reference design, feel free to post pictures/links to cards you find and we'll tell you), those two classes of GPU are quite cheap by and large, and are satisfying to bench as you can get some points on hwbot without having to use extreme cooling or risk your CPU's life.
Of course you get a lot
more points with extreme cooling and
danger zone type voltages/speeds, but best to save that for when you have a bit of experience IMO.
(That said, I benched for ~3-5 weeks before I bought my CPU pot and ran dry ice the first time. I tend to ignore my own advice.)