That link to sig's web site should have been:
http://www.sigmfg.com/cgi-bin/dpsmar...rch_02Index_01
here is another:
http://www.sigmfg.com/cgi-bin/dpsmar...rch_02Index_01
That stuff would work with any cox engine, but not others. There are no lack of used Cox engines floating around the world so if you get that stuff and find out the engine won't run you will at least have it if you get another cox engine. I'd try buy the stuff locally, not via Tower Hobbies.
I you just want to experiment and have some fun, then hunt around for some simple plans for an .02 control line model and scratch build it. It'll be pretty simple and cheap. Ask a few questions on control line forum and you will get some
pointers.