You will need, a means to connect between your computer and the track on which the locomotive rests, that will take serial instructions and generate DCC packets on the rails. At a minimum, a command station/booster( your DCC system will probably suffice), an additional hardware interface to send commands from your computer to the command station (this could be as simple as a serial cable), and a programming track set up according to the manufacturer's instructions.
For some systems, you will also need an additional hardware interface to send the commands from your computer to the command station, and from there on to the decoder in the locomotive. For a Digitrax system, for example, you will need either the PR3 programmer or a LocoBuffer. The PR1 device from Digitrax is a stand-alone programmer and is not usable with this software.
For those who do not have any DCC hardware yet and are considering purchasing a DCC locomotive and want to use DecoderPro to program it consider the SPROG II USB. It has all the electronics in one package with enough output to run a locomotive. It comes complete with the USB cable, power supply, instructions and JMRI on disk. All you need in addition, is the test track.
You will also need, of course, some locomotives with the decoders installed which you can program.