Longer answer- there are a few companies that will allow you to custom build (custom being the key word there- they will probably machine you a case to fit their gear) but it is no better than buying an off the shelf machine and maybe sticking a bit more ram, a larger hard drive, removing the DVD drive and sticking in a better battery.
Similarly you probably could build one from replacement parts but the overhead would be horrendous.
Additional answer: Taiwan. There are several areas in Taiwan where you can get all the electronic components to build a computer or laptop from scratch. Naturally, most people won't have a clue how to put them together.
Alienware is usually overpriced anyway and building a laptop is extremely difficult. As a person who has tried to take apart a laptop piece by piece and broke it doing so it is not worth it. Also purchasing parts is possible but the sources that sell them usually cater to a bulk order market.
When I look it at it is actually a pretty nice laptop for the screen size and price. I do question some of the processor though.
To build a laptop the best way to do it is to use a laptop barebone which can be quite low priced on ebay, but be warned that because it is a niche market building a laptop from scratch will most likely end up costing more than a shop bought one of lower specs.
Nah, I've seen more outrageous theads earlier in the year. This one is quite honest with a simple question, a simple answer, a slightly less simple answer, and then the rest of the not-so-helpful answers (e.g. "you can build a desktop or buy a laptop by no means should anyone ever try to build a laptop.", which is true, but doesn't explain anything ergo is unhelpful).
There's also no need for more people to emphasize that whilst building a laptop is possible, it's not advised and will always be more expensive than a storebought option.
As everyone else said, you can build a laptop, but it's very impractical. Of course there's the generic "Save up the money yourself" advice, but I'm sure you know that. That's up to you. The other thing is to go for a slightly larger 13" screen with comparable specs. Normally, I wouldn't recommend Alienware products, but I realize the M11x really is something special. However, the price is pretty steep especially for the new models. Perhaps the Asus UL30JT might suit your needs, as the specs are pretty close but it has a bigger screen and is also cheaper.