Be sure you keep a sponge in the water bowl for it, otherwise your spider won't be able to get water. Second, get a small cage, take an empty egg carton and cut it in half, put half of it in the small plastic cage.. put a (small) water bowl in there (also with a sponge if one's available), put a little bit of lettuce in it and then put some crickets in it.
I found it easier to be a cricket breeder when I owned a tarantula because sometimes I just didn't have the availability of going to a pet store to get the crickets. Though as mentioned above you can get them at any large pet store.
The setup I had for mine was all sand (not play sand because that can be toxic) and a small little cave looking thing which the spider enjoyed and spent most of it's time in because naturally they spend a lot of time in holes/the ground. And I put some of the lizard/amphibian(sp?) wood in there as well which helped when my spider laid eggs (was really quite a neat thing to see... kinda scared the crap outta me to see a huge web all over, but it was still pretty neat). And as I mentioned, be sure you use a sponge in the water bowl and make sure it's always moist so the spider can get water.. I would make sure that the sponge is very pourous, they should sell them at the petstore (or you can go to Home Depot and get one of the faux finishing sponges and cut it into bits because it works really well and was awesome for the crickets' water as well).
And amongst all that jizzunk, be sure you keep the spider warm.... not a heated lamp like you would use with lizards and snakes but just a lamp outside of the cage when it's chilly because as long as it has something to bury itself into, the spider should be fine.
I've had a few.. so if you have any other questions please let me know
Hope that helps!