To make the silk screen machine itself (the frame, etc to print the shirts with) go here for step by step instructions including a supply list. http://www.ehow.com/how_4905410_make-silk-screen-machine.html
As far as making the prints, you'll need the squeegee (a hard piece of flat rubber or buy a window cleaning squeegee), emulsion, a spot lamp for setting the emulsion, a stencil if you want or you can make your own if you can draw, fabric paint of as many colors as you wish, and cleaning supplies for after you're all done.
Here's a good DIY site for silk screening http://nomediakings.org/doityourself/howto_silkscreen_posters_and_shirts.html
winter jackets are sooo hard to find these days:)
if u want a thin, EXTREMELY warm jacket, i'd go to dick's sporting goods and buy a northface, some of the colors are cute, too. but they aren't really 'cute' but they are really comfy:) they're around 100 dollars... i got the ositi jacket, which is the best!!! its super thin, and it insulates ur body warmth, so it feels like ur still inside!
but if ur looking for a super cute jacket, u should go to macy's because they have a lot of really cute pea coats. and tj maxx also has really cute (and affordable) pea coats and trench coats. i have about 6 and each was only around 30 dollars!!! but they still aren't as warm as the northface jackets...but i get TONS of compliments:D
hope u find a cute jacket:)