a. You'll need a programming cable. RS has the new USB cable (I think the SKU is 20-047 - someone correct me here, please) or, if you're really lucky, and can still find - and use - the serial cable (SKU 20-289 -it's been discontinued but I keep on hearing of stores that still have it...); either will work. Do not let the salesperson sell you the kit that works with other scanners such as the PRO79, ect. - the cable is incompatible. Also do not let a salesperson program it for you - the software they will use - Scancat Lite Plus - doesn't fully support the 96, and most wouldn't know how to do it correctly anyway.
b. Run, don't walk to the Starrsoft website and get Win96 - it's the acknowledged champ when working with the PRO96 or 2096. http://www.starrsoft.com
c. Although I agree that learning to work manually with your radio is the best way to learn, just to get started, sometimes it's best to clone someone's file. Go to your state's forum and ask if anyone has a .p96 file (that's the extension Win96 uses) for your area. You can get lots of help in the RS forum as well. 73s and GL..Mike
 We have 2 Wiki pages - one for the PRO96, and one for the PRO2096 - the 96 is the handheld version of the 2096, so each set of links will work with the other. There are programming hints, reviews, Yahoo groups and more that you may find useful.
Just got one myself on 8/18. Got the RS 20-289 cable at the same time. The guys at Radio Shack programmed it with local freq. for me, which got me started. I downloaded (and registered) Win96 and loaded the RS provided programming into Win96. That let me look at it and sort out how they had it programmed.
After a day of playing with some files others had posted on the internet, I used Win96 and the RR database to get it set up my way. I think it is now programmed the way I want it (maybe).
It was a steep learning curve. This was my first experience with digital, so it was start from scratch. KA3JJZ hit it right on with his suggestions, that was pretty much what I did. I had already looked at a lot of stuff in the groups/forums before purchasing, which was a help.
My analog scanner will stay in the shack connected to the external antenna as it is still useful for all the non-digital stuff I monitor. I'm fortunate that a State of Delaware 800 mhz tower is about 0.8 mile from me, so the Pro-96's supplied antenna works just fine. I'm back to listening to more than just the dispatch on fire/ambulance calls now.