001 off ebay-$300 to $400 BEST OPTION

Protools requires you to have one of their interfaces connected to your PC in order to open: Mbox (2 inputs, not your case) 001 and 002 with 4+4 inputs with the capabilites to expand it to 16 with another interface (tape, DAT, digital?..). If you want to run PT you'll need one of these things otherwise the program won't even open. You connect one of these to your computer and you are all set to go.
There is another option with the M-Powered system which is the same as the LE but using M-Audio interfaces but I'm not too familiar with this one, on the digidesign website everything is explained in a more detailed way.

I just told you about the LE system since I don't think you are interested in the HD or the TDM which are a couple of bucks more expencive (a lot). The difference between the 3 is the processing source for plugins and the number of tracks you can have (plus a lot more things that I don't think you need to know from my answer now). With the LE system the fastest processor(s) in your computer the better (more plugins/effects).

Hope this helps to have an idea.

Bas.

I also have cakewalk and cool edit pro. I have a few friends that swear by protools and thats why I wanted to use it. I am willing to try some of the other stuff (software) if the gear is cheaper.

Who makes the 001?

http://www.m-audio.com

what about this here? That should do what I need correct?

I'd go for the Delta 1010/Cubase SX combo. Just like Pro-Tools users swear by their products, I swear by Steinbergs' software. I'm sure there's others that would fit the bill too, but I've always had, & I'm continuing to have, rock solid performance from the setup I have now. I've been a user of Cubase since VST version 3.07. However, the program that started it all was Cakewalk Pro Audio 6.0. My friend happens to own the 001, but he's stuck with not being able to do any high rez recording (meaning it'll allow only 44.1k & 48k sampling rates). Like I mentioned, the Delta is a good starter interface and moreso, the price has continued to drop. Here's some issues you'll face if you decide to go the 001 route: Known Incompatibilities

Caution - The following systems or systems with the following components are NOT supported:

Computers with motherboards containing SiS (Silicon Integrated Systems) chipsets
Hewlett Packard Pavillion line of computers
AMD K6, K6-2 or K6-III, K7 processor based computers (newer AMD Athlon XP and AMD Athlon Thunderbird processors are supported)
Computers with Opteron processors are known to be incompatible with Pro Tools. Initial testing indicates that a future revision of Pro Tools would be required to add support for these CPUs.
Pentium I and Pentium II processor based computers. (Pentium III not tested or recommended)
Computers with motherboards containing mixed chipsets from AMD plus VIA combined
So whatever system you go for, research and see if it will work for you.

so far the delta 10/10 seems like the best deal for what I am looking for. Now a question about that set up: is there any way I can use an interface (one that looks like a mixer) so I don't have to point and click everything, I can twist knobs and move slides like I am used to?

You mean a control surface? If so, there are some that just control the parameters of a host program, and others that do both recording & controlling of parameters.

I am talking one that just controls the features of the program, not one that copntrols the recording.

I also have cakewalk and cool edit pro.
cool edit pro is nice, i would suggest possibly looking into adobe audition over cool edit ... it is exactly the same only with the added feature of being able to use vst and directx plugind