You will lose about a half quart water per pound of grain, so you will lose 3.25 quarts, or just over 3/4 of a gallon.
Assuming you are using 1.25 quarts of water per pound of grain, you would mash with a little over 8 quarts of water, or 2 gallons. You will lose 3/4 gallon, so your first runnings will be just under 1.25 gallons. Mashout with 1 gallon of water to collect half of your preboil volume with your first runnings, 2.25 gallons. (assuming 4.5 gallons preboil, adjust accordingly if you boil off less or more, if you know). You will need to sparge with another 2.25 gallons to collect 4.5 gallons total, so your final post boil volume will be 3.5 gallons. All told you will need at least 5.25 gallons of water, probably a little bit more to be safe (unless you have a large dead space or other large losses in your system.)
If this doesn't make sense, read this post... http://www.homebrewtalk.com/f36/milling-my-own-grains-hit-all-my-mash-sparge-temps-still-only-got-60-a-176566/#post2044305
I follow this method and have always hit my volumes dead on.