Start really small. If you don't even know how to solder, build some cables. Then read up on how circuits work (how deep you want to go in that route is up to you; at the very least, know what the different parts are supposed to do even if you don't learn principles of electronics).
Build a couple simpler amps. It's OK if they're not your long-term goal; the point is to have a simple circuit that you built from scratch and figured out how to diagnose and fix on your own. The beta22 and sigma22 are incredibly complex with high parts counts; if you don't have experience, you'll probably mess something up -- if you don't know how to diagnose what you did, you'll have very expensive scrap.
(Edit: Oh yeah -- the sigma22 is a hefty power supply; screw something up and you can do anything from blow household circuit breakers to kill yourself. By starting small, the worst you can do is ruin a $3 op-amp, melt a battery, or sting and burn yourself a little.)
Max... your option is much more appealing now...
Do you know how I could start on building cables?