First I would recommend you purchase a reloading manual, and if you have a friend that reloads get them to give you some help/advice.
You will need a .44mag dies set (or .44 spl) that has three dies and a shellholder, as well as a reloading press, new bullets, primers and powder. You will also need a way to measure the powder.
1 The first die is for full length sizing. It will size the case and remove the old primer.
2 The second die will expand/bell the case neck to make seating a new bullet easier.
3 You will then need to install a new primer and then the right amount of the powder you choose
4 You then use the third die to seat a new bullet, and also to add a slight roll crimp.
More steps can be taken in loading, but these are the minimum you will need. There are some instructions on Lees site for their tools that will show you what I have explained.
http://www.leeprecision.com/cgi-data...uct/HP2520.pdf