Kristi, you have to have the adapter and the converter. THe converter is very handy, you will also need it for any of the Sizzix sizzlets (fonts, small dies). You should get one for sure, there are tons on ebay.
Kristi, I have the Sizzix Sidekick and I had to buy the converter but I haven't used it yet! I'll look for the instructions tonight and hopefully get it posted for you. I bought the converter at a LSS and it cost about only $3.50 or so (I think).
Not sure if you got the answer yet on the foam piece.
if not, what you need to do is peel of the paper and place it sticky side down over the cutting edge - smooth it down as much as you can - there will be an air bubble but that's ok - then put it in the quickutz and squeeze all the way down. It will cut into the foam and then smoooth it the rest of the way out. That is to make your paper cutouts eject easily from the die, if you didn't have it you'd have a hard time picking the diecut out of the die :-)