This is an excellent point. These pins are important as Mr. Sergeev says. It is important for you to know what they do, and that you use them accordingly. You will also need to understand something about the bootloader routine, and the autobaud algorithm.

When the µ-controller is booted into the bootloader, it begins by running the autobaud algorithm. It waits for the host to send an uppercase "U" over the UART. There is a reason it looks for a "U". The "U" character (in ASCII) is an alternating sequence of 1's and 0's, each one bit long. This allows the autobaud algorithm to determine the baud rate the computer is communicating at (by measuring the period of each bit) and set the µ-controller's baud rate to match. When this routine completes the measurement and sets the µ-controller's baud, it sends an uppercase "U" back to the host as confirmation that everything is good to go.

And then the fun begins. You will need to learn about the Intel ASCII format for sending data to the bootloader. You will also need to learn all of the commands the bootloader will accept. And once you've got a handle on all of this you can learn how to use software instead of hardware to load the bootloader. You can also learn to use the API calls to write your software and firmware to modify the µ-controller's program. All of this is covered in detail in the Atmel documentation found at their web site.

And again, it isn't the most efficient way to develop a project (especially a complex one), but I recommend that you start by using Hyperterminal and a keyboard to do this. And watch both Tx and Rx on an oscilloscope. It's very instructional and well worth the effort in my estimation.

In the meantime, it is important to understand that neither ALE nor PSEN need to be connected to the host. And while there are handshaking signals included in the standard RS-232 interface (both in the complete 25 pin configuration and in the subsequent 9 pin configuration), they aren't stricltly necessary (your project requirements may vary). The only cable connections you absolutely need are Tx, Rx, and GND.

P.S. "GND" is an abbreviation for "ground," not a TLA. :)