Bootloader.

Ok, quick and simple question, is there ANY way to burn a bootloader to a chip without having another chip on hand to use as an ISP?

I am thinking there is not, but this is a world full of awesome people who come up with ways.

Now away I go, still in search of the answer (I do have an Arduino Mega comming in the mail, but it may be a while before it reaches me overseas, and I really want to play with this thing, I bought the wrong one by accident without the bootloader.)

There are standalone programmers, like mine. Can have one overseas in 6-10 days.
But you are right, it does have a chip on it.

http://www.crossroadsfencing.com/BobuinoRev17/

There is also this method, but you need an FTDI FT232 equipped board.
I did this with my Duemilanove back in 2011. Took a while to set it up and then run.
http://make.kosakalab.com/arduino/bootloader/index_en.html

Thanks. Yeah, I am pretty new as I know you can tell. I have already ordered both an ArduinoMega and andother chip with the bootloader on it to play around with. I will just have to wait for them to get here. They shipped out today and hopefully won't take too long. I also bought a whole lot of other stuff, but I have a feeling I am still gonna need a lot more and will have to wait again LOL. The downside to having to buy overseas stuff. Upside, it is super cheap.

There is always a USBasp, however, this does not solve your problem because you still need to order it

Yes. I was looking at those. They would be neat to have, but at the same time kind of a waste since once my other chips come in, they will be a moot point. But I will probably buy one in the future just so I don't have to rewrite my main to be an ISP anytime I want a spare chip to breadboard.

But I will probably buy one in the future just so I don't have to rewrite my main to be an ISP anytime I want a spare chip to breadboard.

I use AVR ISP MKii for programming from PC for the same reason,
Get a real tool to do a job if you're going to do it repeatedly.