You can buy dye kits very easily in the craft stores, which come with everything you need. They include rubber gloves, rubber bands, soda ash,urea and complete easy to follow instructions. The dyes are already in the squeeze bottles, all you have to add is warm water (not hot) Other alternatives include buying single packages of dyes. These also come with the necessary urea and soda ash and instructions for mixing. However you would need to purchase some squeeze bottles separately if you don't have any.
However, although I have used kits, I prefer to use the Procion dyes as supplied by Dharma Dye. They have a great website where you can buy all you need. http://www.dharmatrading.com/dyes/
Procion dyes are the best and brightest dyes, I thoroughly recommend them. However, if you mix the dye powder yourself, always wear a mask so that you don't inhale the powder into your lungs.