You can look at some of the pictures in on DIY article on a MH system. The most important thing to remember is the ballast that will run the bulb. The link here can only run 6500K bulbs from Iwasakis. Some reefers prefer this because this bulb can last almost 2 years and is cheap $55.
http://aquarium.union.rpi.edu/rpi.html
However, people prefer the bluer appearance of 10 K and higher bulbs and you will need a Metal Halide ballast.
You can buy the ballast at http://www.bulbsa2z.com/shopping/shopdisplaysubcat.asp?id=18&cat=+Ballasts
But I think the cheapest alternative is actually waiting for someone of some board to sell their lighting for cheap. Some sell as cheap as DIYing.
http://www.growrooms.com/ballast/
*laughingcryingsmiley*