This guy has basically the same setup. Taig CNC mill with the HobbyCNC stepper driver board. He has some good detailed pictures on how to setup Mach3.
The CNC stepper controller being used is an open source controller sold by HobbyCNC: http://www.hobbycnc.com/products/hobbycnc-pro-chopper-driver-board-kits/
Detailed construction and instructions for the HobbyCNC controller
This light was built from surplus parts I had. A 3W Luxeon Star LED from a headlamp that I upgraded, a cheap flashlight, a heatsink with a threaded plate, and a flexible arm.
The plastic lens was scratched with a brass brush to create a diffuse light. This reduces glare, and is not blinding if you happen to look directly into the light.