Check out this site with pics of each of the items and part #s (which also lists the misc fasteners you'll need):Mach 1 install instructions, part #s
Also, you might want to check with Randy Stinchcomb of Liberty Ford over on www.modulardepot.com - he runs the Ford Parts forum there and gets good prices for MD members (which is free to join)
Or you can go to MD and go to the Ford Parts forum and search for "grill delete" - there are several threads...
There are two or three piece kits - there is the running horse, the bottom U shaped panel, then the option is the radiator cover which cleans up the install. I think the extra $20 bucks or so for this piece is worth it.