AMD Athlon II X3 435 - CPU
Asus M4A785TD-M EVO - Motherboard
Corsair 2x2 Gb DDR3 or 2x1 Gb, if you use Windows XP - RAM
ATi Radeon HD 4350 / HD 4670 / HD 4770 - Video Card (HD 4350 sucks in GTA IV/MW2, but other two can run them)
Corsair c400W - PSU
Choose computer case yourself, or use what you have now. Hard drive can be taken from your computer, which you use now, like mafs said.
And one advise, DO NOT take CHEAPEST PSU you find... If it brakes up, it will take few components with it and mostly cheap ones breaks fast.. Just take Corsair and it will last..