First and foremost, you need Grand Prix Legends by Papyrus/Sierra. This is now available from many outlets for under £5. You will need the 1.2 patch to play online; this is available from the VUGames web site (and also from the Yahoo! Groups shared files area).
You will also need the Bandwidth Patch. Please see the Technical Regulations for details.
You will also need either an IRC client, or a copy of WinVROC (or both); before races we normally meet in the UKGPL chatroom (the VROC chat rooms are actually IRC channels on ShadowWorld). It's passworded - you should get the password when you join the mailing list.
If you use IRC, you can still join the race server without WinVROC by typing the IP address directly into GPL.
Make sure you can get a steady 36 frames per second when running GPL online (or as close as your hardware allows). If you get less, it will compromise the quality of your connection and will spoil the racing for both you and other competitors. The VROC website has extensive information on tuning your hardware for optimal performance.
Finally, you need a good quality connection. The central driving force behind the creation of UKGPL was the idea that by restricting the series to UK-based drivers and using a UK-based server, we could keep connection quality up and latency down to enjoy high quality racing, greatly reducing the warping and clock smashes which characterize GPL internet play.