Is installing a BPU (lets say the supra store BPU) a challenge?

If you are mechanically and electrically inclined at all, then no, it is not a challenge. The hardest part will be the boost controller, and with the online and paper documentation out there, it shouldn't be a problem.

bpu is very easy to do. the boost controler may be difficult but there are many detailed instructions available on the web. all of the parts can be installed with basic hand tools.

I can do the mechanical things, just never done any electrical work besides the stereo.

If you can install a car stereo and follow instructions, you should easily be able to install even an electronic boost controller - I just wouldn't recommend the Apexi AVC-R, as it is one of the more difficult ones to install.
If you get the Greddy Profec B-Spec II or the HKS EVC-EZ II, you should have no problem.

the hks is the way to go. it installs like the profec but is a better unit.

what do you need in order to your to be a bpu let me know

http://www.suprastore.com has a bpu kit all you need and right there will tell you what you need their kit is everything to be BPU status and they sell the + kits to upgrade your BPU level and you can stage it unlike a turbo kit (except you can always do it with out fuel if your single)

I hear the profec is a pain in the ass is it ?