You will need either a desktop PC or a docking station in which you can install a suitable GPU card. Here is a list of
CUDA GPUs. I suggest you use at least a GTX260 or better.
You will also need to download and install the
CUDA Toolkit 3.2
A good introductory book is "CUDA by Example: An Introduction to General-Purpose GPU Programming" by Jason Sanders and Edward Kandrot. CUDA U also has online courses to help you get started programming with CUDA. See
CUDA Training.
The online University of Illinois ECE 498AL course material and videos are especially good.