You don't need to buy anything special to get the guide data. You stated above that you have Windows XP MCE installed, which includes the guide data for free.
Once you have a tuner card (MCE requires a tuner that does MPEG-2 encoding, which is common now), MCE will recognize it and walk you through a quick setup process. Once complete, you'll have access to a guide, Live TV, the ability to record, and the ability to play back recorded TV.
For what you're looking to do, you're only missing one relatively cheap component - the tuner card. There's another thread here with tuner card suggestions, there are lots of good cheap options. Be sure to check that it is MCE compatible, some of the super-cheap cards might not have the required MPEG2 encoder.