All I did was install EasyC that came with the Vex Programming Kit, and then linked MPLAB to the EasyC compiler. Just read the two following threads in order and you should be fine. You don't have to buy anything either...
http://www.vexfan.com/viewtopic.php?t=4
http://www.vexfan.com/viewtopic.php?t=31
I hope that helps,
Nathan