Yep, these run pretty warm. As long as it's still working, you should be good to go. There's a pretty advanced chipset inside which can consume a lot of power
You need a computer with at least one USB 2.0 or higher port. You will also need admin privs to install the software, we used it on Windows 7, XP should be the same. There's also software for Mac and Linux but we don't have tutorials for it. Google around for RTL-SDR and what you wanna do for lots of ideas!