What is your definition of building a muzzleloader?
There are several levels of gunbuilding, from finishing an in-the-white "kit", assembling a pre-inlet kit with some of the metal parts assembled or not, building from a parts kit, and building from scratch.
In addition to Mike's gunbuilding 101 tutorial, I would recommend Shumway's Recreating the American Longrifle, Alexander's Gunsmith of Grenville County, and maybe the House video on scratch building, or Ehlert video on building a Chambers kit gun.
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http://www.americanpioneervideo.com/bkr.html[/url]
I would suggest beginning with a Chambers parts kit.
Be aware, that you won't save any money by building your own, unless you have lots of tools stashed away.
If you want to build something coming close to resembling an original longrifle, you also need the two volumes of Rifles of Colonial America and any other book on longrifles you can lay your hands on.
I don't mean to discourage anyone, but most first time builders don't have any idea of what they are getting into. Being aware of the various levels of gun building and pitfalls that lie ahead can make all the difference between someone becoming an accomplished builder and someone who gives up in frustration, never to complete any rifle.
J.D.