Annealing may be a little beyond where you want to start.
First of all, the need for annealing will be less since you are neck sizing with a collet die, instead of neck sizing on a full length die. Why? On a FL die, the neck is excessively sized down, then the expander opens it up for proper bullet tension. Doing this repeatedly will work harden the neck much more than the collet die does. Since it just reduces the neck diameter by pressing it against the mandrel the neck will not work harden so quickly.
If you do become interested in annealing, the Hornady kit is nice, but you can accomplish the same thing by buying a 650 F Tempil stick and just use a 1/4" drive socket the head of the brass will fit in. To get you started, you might want to review
annealing or one of the many others available.
If annealing is done improperly, bad things can happen!
