First off, do a search. Covered 1000x on the site.
Secondly, make your title appropriate to your question.
i going to buy my engine from them i have heard good things about them
JDM source is OK at best. The owner is not the nicest dude to deal with. Hopefully your motor is ok. Make sure you get a warranty from him and get some good pictures of the engine/valvetrain before you pay.
when i get it, it will come with an ecu can i just use that one and itll run fine or do i have to run my old one with te chip?????
No, you will need to get a ecu before you put the motor in or run your k8 ecu on the KLZE motor, but it will run poorly. I would recommend taking your time and getting the parts you need before you install the motor. That is one of the biggest amateur mistakes.
and what else is need beside
engine
clutch
flywheel
old tranny
cold air intake
exhaust
knowlage
Engine - You may want to change the timing belt/water pump/serpentine belts to be safe. The k8 disty, alternator and PS pump will work with the KLZE
Clutch - You want to get a good MX6 or Ford Probe clutch (larger surface area). Stage 1 or 2 is ok. (Spec, Clutchmasters, Centerforce, ACT)
Flywheel - Stock MX3 flywheel is fine, make sure to resurface
Tranny - Use stock mx3 tranny. Bolts right up
Cold air - Search the site, its not that important, just get the motor in first
Exhaust - Search the site, there are headers on eBay from a ford probe that will fit
Knowledge - Search the site and then search again before you post. Look at other members worklogs and check the V6 FAQ
You may also want to look at some motor mounts. You can fill yours with urathane, or look at some AWR mounts. Get yourself a Chiltons manual as well, that will help with the swap and anything maintenance wise you need.