DirtBiker:
I don't think the bootloader goes on the '8U2. It needs the USB to serial communications code. The code they put on the original UNO's 8U2 might work. It should be available from the Arduino site some where. The bootloader would go on the '2560.Either way, you'd need your ISP programmer to put the code on them.
That is correct. One is said to burn 'firmware' into a 8U2 chip to turn it into a USB serial converter chip. A bootloader is what one burns into the mega2560 chip. To burn the firmware into a 8U2 chip or a bootloader in amega2560 requires a hardware ICSP programmer which can be a standard arduino board running the arduino as ISP sketch or some other standalone hardware ICSP programmer of which the arduino IDE supports several different models that can be seen in the IDE tools/programmer pull down menu. Both the firmware and bootloader HEX files are included in the arduino IDE distribution software that is installed in your PC.
Lefty