First of all, you need some firmware for the printer controller board. That may be preinstalled by hobbyking, not sure what they use. Marlin is among the most popular, but go with whatever hobbyking puts on there (if anything).
Then you need something to control your printer (upload models, start jobs, prime nozzle, preheat, etc), unless you want to use sdcard/display on the printer only (if it has that), which you probably dont want. A popular and good choice here is Repetier host if you are going to connect over USB. Or if you want to use a raspberry pi to control the printer, look in to Octopi (octoprint for rasperry pi). That gives you a nice webinterface to control the printer, and you can add webcam and stuff.
Then you need a program to turn 3D models in to gcode that your printer understands. This is called a slicer. You can again use repetier for this (it uses Slic3r or other plugins for the actual toolpath generation), or Cura is also a good choice, fast and easy to use, but not as powerful as repetier/slic3r)
Finally, you may need a 3D design program if you want to design your own stuff. Plenty of choice there, anything goes. Blender and sketchup are popular choices.
The new tiny printer over at HK is designed to work with Repetier: http://www.repetier.com/downloads/
I use this software suite myself and like it well enough. It will allow you to chose what ever slicer you want. It comes with Slic3r and Cura by default and both are great slicers.