You need an appropriate cable, and two terminators. So for two hard drives, you need a cable with five connectors (one for each drive, one for the controller, and one for each terminator).
You don't need any software - the scsi device (cybppc.device IIRC) is automatically available so you just use HDToolBox to create partitions then format them through Workbench.
And yes, SCSI is much faster than IDE. It also uses significantly less CPU time so everything will be faster! :-)
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moto