Hi,
That does seem nice and cheap, but if you've got some components laying about it's simple enough to create your own shield with a 8-pin DIP socket on it, or just use a temporary breadboard solution if not. Aside from the protoboard and headers for making the shield, you'll need a 10uF cap and the DIP socket. On mine I also took the advice of the ArduinoISP sketch comment - and added the 3 status LEDs which comes in quite handy:
// Put an LED (with resistor) on the following pins:
// 9: Heartbeat - shows the programmer is running
// 8: Error - Lights up if something goes wrong (use red if that makes sense)
// 7: Programming - In communication with the slave
Cheers ! Geoff