You need some sort of vector graphics program. Anim8or's free and widely used by those of us with tight budgets. It's certainly not the best, but you can't beat the price.
You should probably pick up a copy of Mesh Wizard, as it's incredibly useful for the tweaks you'll want to make to your exported mesh.
A good graphics program is necessary as well, but in a pinch Paint can be used to make textures.
After that you'll have to decide if your using Vinka's multistage.dll or going to compile your own code. I'm imagining you're thinking of creating a multistage rocket if you're going to use it to carry various payloads. However, Urwumpe's right, this isn't your only possibility, and there are several add-ons that can do this that are single-stage platforms. These are all future tech.
There are a lot of tutorials to help you through all this, and plenty of helpful people to point you in the right direction.
Be sure to use this forum's search feature as the questions arise, as you'll find many questions that arise have been discussed in previous threads.
Good luck, and have fun!