Ya you need the install kit.. it should include your shims, bearings and seals, and probably a bottle of friction modifier.
You will have to see what shape your rear is in. The one i just rebuilt was fried, and i had to buy new spider gears, along with everything else in the rear pretty much.
Like Maverick said, you will need an install kit with at least the crush sleeve and pinion seal possibly the larger one containing the bearing and such. As far as a cross pin specifically, They are usually refering to the notched cross pin that is needed when you install 4.30 or numerically higher gears. If you are installing less than that like 4.10 or 3.73 etc.. then as long as your stock cross pin is not badly scored, bent or damaged it should be ok.
Where did you go to get your new spider gears and pin, and how much did they cost? I'm doing my 3.55 gear swap and need to replace those things, but reportedly the only place to get them is a ford dealer.