Hi,
Correct, you must use some form of hardware programer, either a Stand Alone unit like that, or one that connects directly into your circuit ( ICSP).
If you are going to buy a ready made unit I would strongly recommend paying that bit more for the real McCoy, the Microchip Pickit2 - it works!
What you can do, is use the hardware programmer to burn in a 'Bootloader' program to the 4550 chip.
Once thats in you can then use the bootloader program download your 'user' program from the PC into the 4550 via a standard comms serial/usb link; no hardware programmer needed.
Just search the web / this forum for 'Pic bootladers' to find all the info you need.