well whats special about the compressor is that you can hit lower temps than with a pelletier (pelletier will only allow you to get a few degrees below 0*C), and its an all-in-one, self contained ready to use solution. Now, between the two, using a pelletier is dangerous to a certain extent, whereas if you don't properly insulate the CPU socket from condensation you can possibly damage the CPU and motherboard - while with a vapochill or prometia, some go ahead and install it directly without insulating the CPU socket, though it is recommended as well since it runs at sub 0*C temperatures.
As for fitting it, most places that will sell you a pelletier will not provide anything else with it - you need to get it yourself. That includes a copper cold plate (which will be manufactured by the same company the CPU's waterblock is made from to provide a perfect fit), the neoprene you will use (available at some modding online shops, just use a search for it), the dielectic grease to prevent corrosion and condensation within the CPU socket (which can be found at a good electronic equipment store), the silicone (Home-Hardware, home-depot, as long as it is waterproof, non-toxic silicone sealant), and lastly silicone spray (again, home-depot; used on the back of the motherboard, spray a good quantity over the socket area to cover all solder points properly). Now, like i said, you'll have to gather this stuff yourself, its the best way, and besides, like you asked, there's no kits.
Basically, you'll want to seal-off the CPU area as best you can with whatever you can, the stuff i've just mentioned is in my opinion the best way, and its pretty much the standard for installation anyways.
<b>people are only idiots when they don't realize - when they do it just gets funnier, like a dog chasing its own tail, or like george bush's public address(es)</b>