to program the PIC you need a programmer and you can download the firmware for the PIC for free from the planet CNC site. Programmers cost between 20 and 50USD on ebay, the cheap ones plug into a parallel port, the more expensive (like microchip's PicKIT2) are USB.

Or you can by the PIC ready programmed for 11Euro and since you are buying the software this would be the easiest and cheapest way to do it...