to Joey:
To be able to load a program into memory your board still needs a so called "monitor program" burnt onto a EPROM.
No, you don't, Use an ISP part such as the Philips P89C51Rx2.

to Whoever it is that can not read what it says in the upper right hand corner of the entry window:
You are uttely confused. The '51 has ABSOLUTELY nothing to do with a PC. They are as different as a sleigh dog and a horse, one respond very fast the other can pull a lot of weight.

Erik
Before even thinking of making anything with the '51 read the 3 first chapters of the '51 "bible". The addresses can be found in links (since you can not look to the right, the "links" are a box to the left of what you are reading, you may need to scroll.)