I recently got new sprockets from Vortex racing, they also sell chains and they like to offer RK X-ring chains as a combo with new sprockets. The RK chain comes with one rivet type master link. You'll need a rivet tool to install it (don't even think you can use a hammer and anvil). It's fairly important to do it exactly right so if you have a buddy who has experience you might want to have the help.
A great tool (the best?) for the job is the Motion Pro "Chain Breaker & Riveting Tool". There is also an import version of the same tool that will do just as well (and costs less).
You can see their tool, and instructions here on their web site:
http://www.motionpro.com/Docs/chaintools.html