First of all, you need a virtual machine (VMWare, VirtualBox or Parallels, etc) or a standalone computer. A router when you are connecting to the internet in wire. Otherwise, a pocket 3G/4G WiFi router is a must for mobile connection.
I prefer virtual machine if you have a suitable hardware (for example, more than 4GB RAM and a large hard drive or SSD).
Secondary, you need to install Ubuntu Server 12.04 LTS (x86 or x86_64) with openssh installed on the virtual machine (or a standalone computer if your prefer).
Thirdly, after installed Ubuntu server 12.04 LTS, you need to install NightHawk. Make sure your MAC address of the network interface (NIC) is changed or customized by macchanger. I recommended not to use the default MAC address even you are using virtual machine.
Fourthly, you connect to the virtual machine (NightHawk) with PPTP VPN and then you can do everything (including maliciously) untraceable. Make sure you change the DNS to others (not your real ISP) in your host computer (PPTP setting).
Finally, if you are using Kali Linux, you can install the VPN client as the following :
apt-get install network-manager-pptp-gnome network-manager-pptp
For the setup of NightHawk, please refer to here.
Final thought, after the successful and amazing malicious attack, you can securely and completely delete the virtual machine. In addition, you are recommended to fully encrypt your Kali Linux box and implement the self-destruction. Then, you can destroy your Kali Linux box with "nuke" passphrase in case you are being caught. Nice?
That's all! See you.
Catch Me If You Can
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