Hello,
You are going to need the traditional things: keyboard, mouse, network card, computer, and electricity.
Seriously, you will need media to install from, and will need somewhere to put it. I suggest setting up one computer to do this.
My setup at home is a RedHat 9 Linux server, with 512 MB RAM, and a 5 GB Hard drive. You could setup RH with as little as 64 MB of RAM, but I would keep the minimal Hard Drive setup around 5 GB. You may have heard people brag on how they got Linux installed on 512 MB of hard disk size... yeah, you can do that, but such a configuration is highly customized.
If you want to go RedHat, know that it is "dead" as of version 9. Version 9 will install nicely, and will work for you, just realize there will be no more updates to it. The RedHat Project has migrated into Fedora, (fedora.redhat.com), but it seems that it is not ready for primetime yet.
I would download the CD's as .iso files, and burn them, and install from them. Or you can go to your local Barnes and Noble, and buy a linux book (I like the yellow and black RedHat Linux 9 unleashed) where the disks come with the book. DO NOT DOWNLOAD THE .ISO if you only have a modem!
There are other distrobutions out there, and I am sure others will comment on them.
Good luck with your install, and let usknow if you have any snafus.
Christian