You'd have to get really lucky on ebay.

New, a decent projector alone is going to blow your entire budget.

I'd go it in steps as you can afford it.

A good reciever with HDMI support ($500)

A good set of speakers (like Klipsch) ($1500) but you can buy them in steps. You could buy lower end models for fronts and then move them to surrounds as you upgrade.

Blu-Ray (Soon decent ones will be available for under $100)

As to the screen and projector, about $2000 should do it but I've never considered this an option for myself because of the performance of projectors under normal lighting conditions. You have to have a pretty dark room to make it work and I never wanted to make that sacrifice.

That is a tight budget for everything... But not impossible.
Check with craigslist and eBay... Lots of great deals to be had!
Good luck!
Remember to test everything before buying!!

I would suggest Sony BDVE500W 5.1-Channel High-Definition Blu-ray and DVD Disc Home Theater System