I am trying to set up my Roland TD9KX2 for use as a MIDI controller with Superior Drummer 2.0 to do some recording. As I understand it, I need a DAW (thinking of trying REAPER). What cable do I need to connect it all up? Do I need extra hardware on top of that? Like an M-Box, or a special sound card or anything?
To send the MIDI messages from the drum kit to the computer you will need a MIDI interface. Also, since for playing drums live you want very low latency (sub 10ms), you will need a reasonably good audio interface (most soundcards intended for recording will come with ASIO drivers that allow working at low latencies).
The Avid mbox would be fine since it contains a combined MIDI and audio interface. There are plenty of similar options available from other manufacturers. In the picture above you can see the standard MIDI connectors - you will need something with these connectors on them. You will also need a standard MIDI cable to connect from the MIDI out of your TD9 to the MIDI in of your interface.
If you already have a good audio interface, you can simply buy a MIDI to USB interface. For example, the Roland UM1-EX is a cheap and simple solution, and doesn't require you to purchase a MIDI cable since it contains a built-in one.