Start using AVR microcontrollers

[bitsurfer]

Hello,
This is my first try with AVR microcontrollers and I never before uses it so please "basic type" of explanation.

I get this AVR test board:
**broken link removed**
Inside is some test program in ATmega32 chip which is running on power on.

and this debugger/programmer:
**broken link removed**
If I plug this programmer to USB port in device manager of my windows 7 under "ports" is listed: "Prolific-USB to Serial Comm port (COM33)".
If I connect it into JTAG slot on the board - nothing happens.

I have some experience in C programming and in 8051 microcontrollers.
But I can't do anything with listed hardware and I need help to start programming AVR's and using it.

I Installed WinAVR which is I think best tool for me because It can be used in linux too, writes a basic test program:

#include <avr/io.h>
#include <util/delay.h>

int main(void)
{
	DDRB=0xFF;
	while(1)
	{
		PORTB=0xFF;
		_delay_ms(200);
		_delay_ms(200);
		_delay_ms(200);
		PORTB=0x00;
		_delay_ms(200);
		_delay_ms(200);
		_delay_ms(200);
	}
}

Program compiles well and I get 'main.hex' file in source directory (619 bytes).

But I don't know how to send this program to board/chip through my programmer.
I try to choose almost all listed devices but no one don't work.
In mfile.exe there are only ports "usb, com2-4, lpt1-3" listed (what with my com33?)

Should I switch microcontroller in state to be able to receive programs or what to do to get things working?