All kinds of Sumps. Many different layouts in the DIY section. A sump is a filter that sits under your tank or in another room. You use the holes in the bottom of the tank to build an overflow system that takes water from your tank and puts it in the sump filter. then a pump in the sump flows the water back to your main tank. It allows you to hide things like Heater, Skimmers, etc...
the Protein skimmer is for Saltwater, I'd take everything you can get with the trade. Take pics once you have it all and post up here. Many people will chime in with things you can do next once you give them an idea of your budget and what type of fish you'd like to keep.
Mike
PS: if you'd like throw us a link to the CL ad and we can look it over and point u in the Right Direction.