I wouldn't be able to help you with OS X, as I'm an XP guy . . .
A hardware programmer is an external device that writes to the memory of the ATmega chip. It's an absolute must when writing to a blank chip. These devices have many features, such as writing to fuses, and are really fast, but a quality one costs between $20 and $40.
A bootloader is software that was already uploaded by a hardware programmer. The software lets a program be read in by UART (ie USB), and will place it into the program space. This way you no longer need a hardware programmer to upload future programs. It has some limits however, including slower programming speeds and not being able to change fuse settings.
The Axon has a bootloader pre-installed so you do not need to purchase a hardware programmer. You can still use one, if you want. Personally, I prefer hardware programmers.