The PIC chip is an intergrated circuit. the program is usually 'burned' into the chip with an IC / PROM burner. it's a piece of electronic equipment used to program certain chips; memories, PROMs EPROMs, EEPROMS & such. There are other ways to download it from a computer, but you'll need to build the interdface to download it.....

The PIC is usually a 16 pin DIP IC, one of those little back 'catapillar' type things you see on circuit boards. Burners are usually required to encode teh chip witheh functions required. In this case, the program for the driver, for teh Tx controller input.

If you don't have teh program on the PIC, then the rest of teh circuitry is just a buch of resistors, a few caps, maybe a diode, and a hole.

Some of the guys out there, will sell the chip, programmed, for a few bucks. Order one. In your case, it's probably the best way to get the Tx to work (in Win XP)