how to burn arduino bootloader

Hi. I am new to the arduino environment. Now i have manufactured a n arduino mega board with the help of circuit diagram posted online. I have got the components soldered.
Now i don't konw which IC (Either ATMEGA8 or ATMEGA2560) needs the bootloader? I have also purchased an arduino mega board. I need help. Can some one please tell me the setps i should follow so that the newly manufactured board can also perform as an arduino mega board?

I'm not familiar with the mega but usually on the arduino one IC is statically programmed with a software that makes it into a USB/serial converter and the other is your main IC. You need to programme the serial converter chip with a programmer like the AVRISPmk2 or similar and then you need to also program the main IC with the boot loader also with the programmer or you can use and arduino board with a programmer sketch loaded so that it also works as a programmer.

Hi I have tried many things. So far I know that the ATMEGA8U2 IC needs a firmware wich must be done in DFU mode. The other thing is that the ATMEGA2560 IC must have a bootloader.
Now I tried to put the Atmega8 in DFU mode but since the Atmega2560 does not have a bootloader, the led at pin13 won't blink. When I tried to load the drivers for Flip, it showed me that the device driver already installed. But i am pretty sure that it isn't as when its done, it doesn't recognize the IC.
I tried to put it in DFU mode by using following steps.
a) Short RESET with ground.
b) Short DTR with ground.
c) Disconnect DTR and RESET from ground.

(given at http://arduino.cc/en/Hacking/DFUProgramming8U2)

Now the Flip won't open the USB port.

There is no *.inf file present in the C:/Program Files/Atmel/usb/

So i am confused. Can I simply load the hex file in Atmega8U2 by using a USB to DB9 converter programmer?

I also do have the hex code of the bootloader. Should i also try to burn it directly?

Is it safe?

I know that the ATMEGA8U2 IC needs a firmware wich must be done in DFU mode.

I don't think that's quite correct. The 8u2 apparently does not come with the the DFU bootloader installed (the bootloader takes 4k, so that would be half of the total memory!) (see http://www.avrfreaks.net/index.php?name=PNphpBB2&file=printview&t=110354&start=0 ) That means that you may have to load firmware AND the DFU bootloader, if you want to be able to do future DFU upgrades via DFU. This will require a device programmer that supports SPI programming (I think. Even though the datasheet calls the pins PDx, it doesn't seem to be a PDI-programmed device.)

The other thing is that the ATMEGA2560 IC must have a bootloader.

You don't need to worry about that until after the 8u2 is programmed. You'll need a device programmer for this part too, and it needs to be one that supports AVRs with 256k of Flash, which are somewhat rare.

Now I tried to put the Atmega8 in DFU mode but since the Atmega2560 does not have a bootloader, the led at pin13 won't blink.

The pin13 LED is blinked by the 2560 bootloader, so it shouldn't be involved in loading the m8u2 at all. INstructions based on having the bootloader already present may be misleading.