read about bootloaders. If you have axon controller, you can use McUber (windows 32bit or 64bit):
http://www.yetasoft.com/products/mcuber/So you run the jar file. Wait for a window to come up, select your controller (Axon or Axon II), select your port (see device manager => com ports, in control panel to find out which port). Set transfer speed 115 000 . Browse to your program hex file. Then connect your usb cable to AXON and make sure it is powered off. Then click "program" in McUber, and ONLY THEN switch power on to the controller. Wait a few seconds until it has finished programming. That's it.
Of course for other controllers you may need to use different software/methods, and you didn't specify which controller you have.
I hope that helps.