Unless you're asking how to go about creating a suitable system (i.e. coding it from nothing) then I suspect that all you really need is a simple overview: - Order is placed on your website
- Payment is submitted (e.g. via PayPal or similar)
- After successful payment is verified, buyer is provided with a link to download requested digital material
The complicated aspect is that last part. It's relatively "easy" to secure a link such that it can only be accessed by a certain person (e.g. the buyer) and ensure that your digital merchandise can only be downloaded from you by legitimate users. The problem is how to secure the downloaded merchandise from re-distribution - e.g. how do you stop some who bought the product from you from subsequently putting it on their website for their friends (and anyone else) downloading without payment to you?
This is the same issue faced by online music stores (iTunes etc.). You can either use some kind of encryption/licencing scheme in an attempt to prevent unauthorised redistribution, but this also gives rise to additional compatibility problems since you inherently restrict the format(s) that you can provide your product in (e.g. restricted to WMA so that you can use Microsoft's DRM mechanisms).
So the secure purchase/delivery is no big deal - there are plenty of scripts and shopping carts that offer this feature with very little work on your part (you could find some via Hotscripts for example); a well known provider of digital delivery services is Digital River but my suspicion is that they'll be expensive for your needs.
The complex part comes if you attempt to limit/restrict/prevent(!?) unauthorised redistribution of your products, in which case your options really depend on the formats you're thinking of using for delivery.
As Rick mentioned, obviously you'd need some kind of hosting - but I think everyone here understands that your question had nothing to do with that! 
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