There are a few things you have to have to make hard cheeses. Most of them require 2 gallons of milk, so you need a big enough container for that. It seems like an 8 quart pot should be big enough, but it isn't. It needs to be stainless steel or enameled. I use a 16 quart milk bucket that I got specifically for this purpose, but I don't use it on the stove top. If you have a Weck style canner with a drain spout for pasteurizing that is a perfect device for making cheese. I got one specifically for cheese, but not until I knew I really was going to keep doing it.
The other thing you need is some way to press the cheese. You need to be able to get up to 50 pounds of pressure. I got a cheesy press, and it was what I used the first time I pressed any cheese, but I was afraid it was going to break, and I had a terrible time getting the cheese out of the mold too. I ended up getting the fancy press from New England Cheesemaking, and I love it, but if I was going to do it again I would get this one: http://hoeggergoatsupply.com/xcart/product.php?productid=3268&cat=35&page=1, and get this with it: http://hoeggergoatsupply.com/xcart/product.php?productid=3265&cat=35&page=1. This is an excellent cheese press at a great price. They sell the same press with plastic molds for $10 less, but it would cost much more than that to buy stainless molds relative to plastic ones. Either way the molds can be boiled to sterilize and also put in the dishwasher at high temps. If those links don't work let me know in the comments and I'll try again.
If you are inventive and build things you can make your own cheese presses, but you need a way to gauge pressure and you need molds. A set of stainless steel molds like the ones that come with the Hoegger press will likely cost as much as the press does. Having said that, there are places on the web with instructions for building them.
I talked already about thermometers. I use two digital probe thermometers while I'm making cheese, one in the milk and one in the water, since I'm using a canner and water bath to heat the milk. If you do it on the stove one is all you need. One is all you need anyway, I use two because I have two. You can use regular thermometers, but the ones I have don't look accurate, and they are a lot harder to use.
You need recipes. I like Ricki Carroll's "Home Cheesemaking", and also "200 Easy Homemade Cheese Recipes" by Debra Amrein-Boyes. There are also recipes on the web, although if you Google for Cheese recipes you will get recipes for cooking dishes using cheese. I have a favorite email list for goat cheese that has a lot of recipes in the archive, if anyone wants that link let me know in the comments and I'll put it there.
You need cheesecloth, starters, rennet, and cheese salt. You can use pickling salt I understand, but not table salt, and especially not any salt that contains iodine, it apparently interferes with the process of making milk into cheese.
And you need time. And patience. It isn't hard to do, but it is very labor intensive, especially in the beginning.
Next time I'll talk about making a cheddar.