As far as lighting you can get Some bulbs through B&H. Here
http://www.bhphotovideo.com/c/produc...50W_120V.html#
Then some clip on lights from the hardware store (these usually run $10 -$20) and clip them in spots were you can reflect them off the ceiling or walls. I use black or white fleece in most of my baby shoots and they turn out well. I also picked up some black velvet. I have found getting 5 yards gives me the flexability I need with it. I the fact that it is not a actaul "Blanket" you pay less for just the fabric. Most of my back drops are fleece and the one's that aren't don't work well with small children and baby's. And good luck!
Here is some of my work!
http://www.mwphoto.info/baby/