Bootloader Downloading on Arduino

Hello, I have an Arduino UNO board (DIP) and I removed the ATMEGA328 from it which had a bootloader burned on it and I replaced it with another ATMEGA328 and I tried to burn the ARDUNIO Bootloader on it from the sketch and it failed. I want to burn the Arduino Bootloader on any ATMEGA328 but I don't know how, could you please tell me how to do so?

Thank You

Have you read http://arduino.cc/en/Tutorial/ArduinoISP ?

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