Sheldon Browns site will tell you how to build wheels, I used it to build up a new rear wheel that came out nicely.

If you are having some trouble finding the correct length of spoke for your new rims, take the hub and rim to you LBS, they will be able to calculate the correct length (usually for a small fee) if you do not feel confident enough to do it yourself.

When you lace the new wheel, using the old hub, lace it exactly like it was laced on the old wheel, or you could potentially have problems with hub flange failure.

Have fun and don't forget, there are plenty of people on this site, or at your LBS that have built their own wheels that can help if you get stuck.