you have to buy the SC kit (try heeltoeauto.com). the kit will require you to send your ECU to get reflashed. once you get your ecu back you install the SC and your newly reflashed ecu and youre all set. thats the quick explanation.
since your car is stock, i would also recommend you work on supporting mods first - header cat intake and exhaust are good. The SC will benefit greatly from these and you will also notice a power increase when adding these things.
Be wary of changing Cat on the 06. I did and have not been able to get rid of the CEL light since; others have done it and been fine. Just my 2 cents. The 06 Cat has more flow than the 04 05 unit anyway.
I agree that you should do the supporting mods first then add the SC. Also, if you are looking to get hp numbers like TSX 536 & audioserf, you are going to need kpro which is ~$1500 on top of everythng else. Marcus @ Heeltoe does offer a discount on the SC if have kpro; but kpro and the discount comes with a lose of the warranty.
add another $1000 or so for SC installation. With all the bolt ons and K-Pro, you should get SC numbers, thats what Doug at Hondata told me once. That's what I'm going for, hopfully I will have my K-pro this summer.
I bought most of my part at MODACAR.com , they have good prices also