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I'm reloading 9mm and you also would need to buy a set of dies and that reloader will get you going well. You also need to buy small pistol primers (CCI are good), powder (Titegroup is great along with a whole host of others). I would also buy a Lee Case Conditioning kit (inexpensive but very useful). I'd buy the 9mm Carbide 4 die set from Lee as they don't need lubrication. Also, a copy of a reloading book.
Here's the info from Lee's website. Looks like you get everything you need to load 9's except a scale (to determine exactly what charge it is throwing) , bullets, primers, powder and cases. http://leeprecision.com/pro-1000-9mm-luger.html