Stage 2 is just Stage 1 with the high flow cat, resonator (you don't want to run the high flow cat without the resonator, it's very loud!), and cat back exhaust. In other words, a different fuel/spark advance program compared to a "stock" exhaust system with the Stage 1/2 module. This program will have to be created on a car with the exhaust system you will be using - changing parts of it will effect the fuel/timing requirements. I think Maurice was doing this last night, with the high flow cat/resonator and Greddy stainless exhaust (I wasn't there but that was his plan).
You can do this programming yourself, but you will need a wideband O2 sensor, a laptop, the cable, the program, and a little skill or practise.
Stage 3 uses the same basic box, but adds a fancy display and the ability to change parameters (program) from the display without a laptop. It's still a lot easier with the laptop. We haven't added the display to Maurices' car yet (just haven't had the time). I think you can also store programs in flash memory modules and just plug them in to the Stage 3 display unit. I haven't had access to the manual so am not sure on this, but have been lead to believe this is what can be done.
Oh, and how loud is the high flow cat without the resonator? Well I could hear Maurice coming from a km (and he was loud!)