I've always preferred to build my own systems as it's fun and tends to save you some cash, plus you get to know your rig and its capabilities and don't have any extra "fluff"

Having said that, from what I've been reading here it seems the 2 most important factors if you want to 5 box on 1 PC are: RAM & CPU.
You'll want a minimum of 6Gb RAM, although just get 8 and be done with it. All those instances will use almost 1Gb each, plus your OS
You'll want a quad core CPU so that you can run most of your instances on 1 core.

After that you'll need a decent sized HDD to store everything in. If you're really keen you could look at RAID although its overkill imo.
A fairly recent graphics card to handle the output, I'd say anything from 8800 series onwards with Nvidia or one of the newer ATI's.
A PSU to handle this.....around 600W will be more than enough.
Monitor (s) seems like 2 would be the go with your main on one and slaves on another.

Finally, a 64-bit OS to handle the large physical memory. Any one of the Vista 64-bit options will suffice.

EDIT: the system I'd lean towards if you HAD to by from that place would be the one with the Coolermaster case, except you need more RAM, drop all the rubbish software, get a 64-bit OS and piss that sound card off. In short find someone who likes building PC's and ask them to help you or build it for you, if they've got a good idea they'll be able to build you an awesome rig to do exactly what you want