leave it alone and trade in on a WRX...the time and money you spend into trying to turbo this car you would have a beast of a WRX or STi.
if you really want to know what you need, pete nailed it, i'll add a little, im guessing either a piggy back or standalone ECU, wiring harness, so the car would even have a clue as to whats going on, intake manifold, then you would need a different exhaust manifold/up pipe/downpipe, your car is a SOHC but i dunno if that would work or not.
im sure there is other shit i am missing...you will easily be in the thousands by the time your done and it still wouldnt be as quick as a stock WRX, even if it was, it would be a ticking time bomb. your motor is not made for a turbo therefore one probably should not be put on it, it makes it that less reliable and when you try to go sell it, you will get nothing for it.