In this show you will learn how to install a bootloader on an Arduino using another Arduino via In-Circuit Serial Programming (ICSP)
All credit goes to M-SHORT over at SparkFun for the excellent tutorial.
Arduino IDE > File > Examples > 11.ArduinoISP > ArduinoISP
Tools > Board > {your board}
Tools > Programmer > Arduino as ISP
Tools > Burn Bootloader