Adding two hard drives is very simple. All you do is buy two hard drives (any type, doesn't have to be the same) and as long as you have multiple SATA connectors on your motherboard then you will be fine with running multiple hard drives. My only question is, if you don't know all of this information, how are you going to build it yourself? You seem slightly lost at most of these topics.
Are you buying the retail or OEM version of the OS?
Exactly. Go with one of these. You can get them much cheaper on TigerDirect.com. Also, the building of the PC should be what you are MOST worried about. If you connect things wrong, mount the motherboard incorrectly, don't make the correct cable connections, or any other relatively small errors very bad things can happen! That would be aweful to buy all this expensive stuff and then have it ruined because of building errors.
EDIT: I guess newegg must have lowered its prices recently! I hadn't noticed the lower prices there now! Windows OS's-Get the Vista Home Premium OEM for $99