How to store data from serial to PROGMEM?

I have aslo found this:

http://www.arduino.cc/playground/Code/EEPROMWriteAnything

But cant work out how to use this for my purposes.. Any ideas?

Go through the examples line by line to understand what each line does, and try the examples out. Make some modifications and see what happens. If you are still stuck after that, post a specific question.