I have a Arduino Duemilanove with ATmega328 from my friend. However, I do not have any wire for connection the main board to the PC in order to download the program to the microcontroller. Can someone tell me which wire it is?
It is called a USB lead. There are lots of them about. You might have on already for connecting USB devices that has the right sorts of ends.
Specifically, it is a USB A to B cable.
Type A connectors are rectangular. Type B connectors are square*.
*Well not exactly square, as it is keyed (by having two corners cut off), so you can't put it in upside down or 90º from the correct orientation.