The harness should have a DB9 connector and you'll want to pick up a DB9 to USB cable. You can find them online, or if you have a electronic super store like Fry's Electronics, you can just pick one up there.
I think you'll find the car will respond very well with all the stock hardware for every day driver. If you're really going to push your car hard, then upgrade parts will be needed to help overcome some of the limitations of the stock hardware for track days. Otherwise, I think you'll be very happy knowing you car can make a lot of power without.
I would start with stage 0. You'll always be in map 1 to begin with. Do some logging and see how your car runs. If you need help with anything, a lot of people on the forum are always happy to help, so don't be afraid to search for information and then ask for help.
When you feel a little more comfortable with what you're doing, find a station that sells e85 and 5 to 8 gal of e85 in your tank, then top it off with premium. Load the 50/50 e85 maps and hold on to you butt dyno... As the car makes more boost, you should be able to hear the turbos spool but they'll never be loud.
Take your time and read as much as you can. I think you'll be very happy with the tune and it will definitely make the car much more enjoyable to drive.