Everything you need comes packaged including easy to use capture software. It has normal 3 wire composite inputs and s-video as well as a cable TV input for live TV. Do be sure you like at the system requirements as they are pretty damn high due to it going through the USB port...I think the minimum process speed is a 2.0GHZ P4.
Your link isn't working for me, but I'd like something that's internal preferably. The computer I want to build is a 3.2ghz so that would be fine. How much is this USB one you speak of¿