They are easy to keep. A plastic kritter keeper tank or glass tank with a heavy plastic lid is what many people keep them in. (I prefer the light-weight kritter keepers myself). A good depth of moist peat moss for them to burrow in, some fake plants or some rocks/branches for them to web up and keep them in a dark "low-traffic" area of the house. Keep em between 22-28 degrees and feed them on crickets, mealworms or woodroaches.
I live in QLD, so the below info is what I've found from the QLD EPA/NPWS mob:
For licences, you don't need a licence to keep spiders or scorpions but you DO need a Wildlife Harvesting licence if you plan on taking them from the wild and/or supplying them (wild-caughts) to pet stores. You will also be required to keep a Records Book that demands a quarterly hand-in. However, captive-BORN spiderlings from gravid wild-caught females do not require a licence.
As for captive-bred spiderlings from captive-bred mothers, you do not require a licence to keep or sell (privately or to pet shops).
And I second what Nome's mentioned about not supporting the wild-caught industy - if anyone here is interested in keeping arachnids, please locate a private breeder who has captive-bred/born spiderlings/scorplings for sale. Just ask Nome or myself and we'll be glad to help.