Ron,
Welcome to IAP! From your post, it's hard to tell how much stuff you already have, so I'm going to assume you're as green as I was a few months ago (never did wooodworking before!). According to http://media.ptg-online.com/media/dm/OwnersManuals/20050318090343_En903742-03-18-05.pdf , your headstock has a #2 Morse taper, which is a very standard size. You can get a mandrel from Penn State Industries (http://www.pennstateindustries.com), Craft Supplies USA (http://www.woodturnerscatalog.com) or Berea (try http://www.ArizonaSilhouette.com). For the Penn State Industries mandrel, you can also go to http://www.pocwoodworking.com or http://www.woodturningz.com and order through them; they are usually a little cheaper than PSI. Most of them are relatively interchangeable. The only exception is that Berea makes two mandrels, an "A" mandrel and a "B" mandrel. The B is slightly thicker than the A, which means it should flex less in use. Unfortunately, it also means you HAVE to have that mandrel if you're going to make any of their kits that require that mandrel.
As for other items, you'll need some wood, pen kits, some turning tools, some sand paper, some denatured alcohol, some finishing supplies, metric drill bits, and some glue. Personally, I'd recommend starting with Cigar kits over slimlines. They are easier to turn because you aren't turning the wood to within just over a hair's width of the brass tube, which makes them more forgiving. Plus, they show off the grain more, IMHO, and they aren't TOO much more expensive than slimlines. Order a set of extra tubes when you place your order; it's MUCH easier to just grab a new set than to try to "reclaim" an already used set.
Once you find the kits you like, try picking some pleasant woods. I'd recommend Cocobolo, Purpleheart, or Walnut for a first timer (I'm not much farther along!). Cocobolo is very hard, but it doesn't shatter like some other woods when you get closer to size and you accidentally apply too much pressure (DAMHIKT); it also sands to a really glossy finish all on its own. Purpleheart isn't quite as forgiving as Cocobolo, but also finishes well. Walnut turns like a dream; the only problem is, the pieces I've seen haven't had the grain flow like Cocobolo, nor does it have the unique coloring of Purpleheart.
Turning tools can be found at any major supplier (such as those listed above). Harbor Freight also has a set that's good for beginners; their HSS set is only like $30, and includes most of the basics. Many of the people here use that set.
Sand paper can be a very personal choice. I use AbraNet, a textured "mesh" that is easy to unclog, for my basic sanding (I think it's like $10 for a set of two each of 120, 180, 240, 320, and 400 grit at PSI or their resellers). I've just about worn out my first 120 after somewhere in the neighborhood of 20-30 pens, plus some other miscellaneous turnings, which I think is pretty good. I'd also recommend getting a set of MicroMesh. If you take your time and sand with the Abranet (or other sandpaper) and MicroMesh, your finish will look GREAT even before you put anything on it.
That segways nicely into the next topic, finishes. I'm not even going to try to recommend one, because I know I'll get flamed. There are a LOT of choices, including shellac, laquor, polyurethane, Enduro, Waterlox, and a bunch of others. However, if you're looking to cut your costs a bit, you might consider using cyanoacrylate glue as a finish. There are two articles on the main home page on how to do that properly.
The reason I say you can save some money using CA is that you'll want to buy glue to attach the tubes to the blanks. CA is one choice, and is used by several people here. CA will also save your butt many times, so it's always handy to have some around. CA's limitation is that, at least the thin CA, needs the two surfaces to be joined to actually touch each other; that is, it isn't gap filling. There is thick CA, but even that has problems beyond small gaps. Another glue you'll see discussed here is polyurethane glue, like Gorilla Glue. That stuff foams when it cures, which allows it to be more gap filling.
You'll also need a set of drill bits. I'd recommend two things: Penn State Industries sells a set of brad-point drill bits in 1/64" increments up to 1/2" for like $20-25, and it is a good investment. I've heard that the bits aren't the greatest as far as durability, but I figure I'll have a complete set for when I need the odd sizes, and I'll splurge later when I figure out what sizes I'll REALLY need. You'll also want to grab the metric brad-point bits from Woodcraft.
You'll also want to grab the barrel trimmer kit from Penn State Industries, which has pre-made inserts for most of the standard pen kit sizes, and some denatured alcohol, for wiping out the inside of the blank after you drill it and before you glue the tube in.
I'm sure there are other things I've forgotten, but this should get you well under way.
Good luck, and be sure to post pictures of your pens!
] Go Suns ....[8D]