Welcome to the forums!!
In order to make a game with Reality Factory all you need is the main installer. Just download the full version and the update from
http://www.realityfactory.info/cms/inde ... st-release.
Install RF and unzip the update to the RF folder.
All the necessary tools are included the main installer, exept for a 3D modeler. MilkShape3D (
http://chumbalum.swissquake.ch/) is a recommended modeler, but it costs 25€ (or $25). It has a 30 day trial period, however. 3DS Max can also be used, and the free version of it - GMax (
http://www.turbosquid.com/gmax).
In the Reality Factory downloads section there's some other useful stuff, too. For example, if you're not happy with the default level editor (RFEditPro) you can download World Editor or RFEdit. I also recommend to download the free e-book 'Making 3D Games with Reality Factory' by Dan Valeo
here. It's a bit outdated, but it covers the basics of RF pretty well.
Feel free to post any questions here if you run into problems.

Pain is only psychological.