What Type of game? Text, DirectX, OpenGL, Java, Flash, visual basic?
You will need a 3d modler, such as 3Dstudio max, Softimage XSI, Rhino3d, or lightwave, Image editing software such as photoshop for textures
A compiler, I use microsoft studio 6, but there are free ones availalbe
There are a number of other things you need as well, but I dont know exactly what they are. You will probably want a sound editor of some sorts though.
and directX SDK might be worth picking up but I dont know about that