I didn't think it was possible to build a laptop either because I wasn't aware that you could buy what I guess you would call a case but a quick google search and tom's hardware guide proves me wrong. But they do say that it's probably cheaper to just buy one already built.
http://www.tomshardware.com/2005/05/04/building_your_dream_notebook/index.html
http://www.tomshardware.com/2005/05/04/building_your_dream_notebook/index.html