The following links will provide you with more information about selected topics. The New Testament Gateway is an excellent place to begin. It has lots of links, arranged in a logical format. Ancient World and Daily Life in Rome describe Palestine at the beginning of the era.
Maps is a good location to get a sense of the geography.
Palestine in the time of Jesus provides more information. A Brief History of the New Testament describes the development of the canon. From Jesus to Christ goes along with a PBS documentary of the same name. The Gospel of Mark Homepage is a good place to browse when you read the assignments for the third week. Links to the Historical Jesus and the Jesus Seminar will provide good reading for the seventh week of assignments.