The problem is your budget isn't going to do more than buy the door, not build the room. Below is a company that builds doors
http://www.sportsmansteelsafes.com/defender.htm
If you are just talking about building in a complete safe, you are still going to have a budget problem.
For your budget, your best bet is to buy the best safe you can get, and just add a suitably placed closet in the house plans to put it in.