You will need from an RB25DET...
Turbo preferably with water an oil lines
Air intake.
Exhaust manifold, to fit the turbo on.
Dump-pipe & Front pipe, full 3" exhaust system.
Fuel Pump (GTS-T one or better, plenty of high-flowing cheap ones out there, walbro etc)
Injectors (stock GTS-T ones or better)
Intercooler and piping (stock or custom)
Alloy cross-pipe with BOV (stock of custom)
ECU
Alter / lower your compression ratio, unless you are running a very low boost level.
You might want to run with a RB25DET gear box and RB25 rear Diff.
Stock RB25DET clutch or aftermarket single heavy duty.
With the turbo on, you car will go faster, you better at least upgrade your brake pads of get R33 GTS-T calipers / disks... Unless they are the same size.
Get wider / bigger wheels to give you more traction.
Upgrade your suspension.