Go to the Reloading section and look at Alex Wheelers thread on "what every reloader needs" and click on the link at the bottom of his first post and get these they will help you tremendously on setting up your dies properly.
As far as annealing get some templag and practice on a few cases with the ole torch method and let them air cool.
As far as annealing get some templag and practice on a few cases with the ole torch method and let them air cool.