You can burn a bootloader to the atmega8 by using Arduino as ISP ( http://arduino.cc/en/Tutorial/ArduinoISP )
In the beginning I suggest that you just choose "Arduino NG or older w/Atmega8" after you have uploaded the ISP sketch to your arduino, and then choose "Arduino as IPS" in the menu, and hit "burn".
If you want to upgrade later, you can choose the optiboot bootloader for the atmega 8, witch is a great bootloader.