Hey,
1. Get a fast computer. Anything over 1ghz should suit you just fine, I used to run sequencers and softsynths on PII 350's a few years ago.
2. Get a good sequencing program. My favorite is Cubase, but there are others out there like Sonar. These two support most of the virtual instrument standards like VSTi and DXi and they have powerful MIDI and audio sequencing cpapbilities.
3. Get a good soundcard with 'professional' low-latency drivers. If you go with Cubase as your program, you'll want ASIO drivers; if you use Sonar, you'll want WDM drivers. I like the M-Audio range of cards because they're affordable and have nice convertors on them.
4. Get a wave editor. My favorite is Cool Edit Pro 2.0, but there are others like Sound Forge, Wavelab and Samplitude, all of them have great editing features and will become one of your best friends on your computer.
5. Get a MIDI interface. If you don't have one, you won't be able to get MIDI in and out of your machine. A lot of soundcards come with MIDI interfaces, if you choose wisely you won't have to worry about it.
6. Get a mixer with XLR mic-preamps. That way, if you have other sources of audio you want to record besides your keyboard, you can plug them into your mixer instead of reaching behind your computer (the mixer should be permanently plugged into the soundcard). I have a Mackie 1402, but there are cheaper ones out there that offer similar functionality...try
http://www.behringer.com/
7. Get some nice speaker monitors. A home stereo is good for starters...just make sure that you're not using cheap 'multimedia' speakers.
8. If you're really ambitious, get a dual-head graphics card. A lot of musicians like the cards made by Matrox because they're cheap and they handle 2D graphics well. Then get a second monitor, they're cheap now as well...with sequencers and virtual instruments running, you'll need all the space you can get your hands on.
9. Get a MIDI editor so that you can mess with the sounds on your synths graphically from the computer instead of using the little LCD on the synths...believe me, you will appreciate the power this offers you. I use Sound Diver by Emagic, but as they've been bought by Apple I may have to look elsewhere.
10. Read, read, read! There is TONS of information on the internet explaining how to use this stuff properly and creatively, it is all FREE!!!!
Take care,
Nick