I may be able to help as I think I may be a step ahead of you but I haven't actualy burned a chip yet.
Is your ECU a single board with EProm chip?
You can get an EProm burner from ebay to burn chips, it needs to be able to burn the eprom used in our ECUs though, I THINK the chip we have is a
27SF256 chip so you will need to make sure a burner is able to burn one of those chips.
Here is a lot of info
click
Here is your number one source and most importantly they have heaps of .bin files for download including pre-modded vr4 chips
click
What I'm planing on using is moate's emulator, it's an eprom emulator and allows you to tune your car without changine chips, one of the guys (actualy owe him a pm /ubbthreads/images/graemlins/blush.gif) on 4g61t.org told me about it, it's like DSM link but much cheaper.
Read up on the yahoo site would be your first step, also don't forget to change the old capacitors in your ecu too.
Forgot to mention get yourself a data logger too, only cost me $5 to make a cable and the saftware is free. Also if you look at fairly recent posts on the yahoo group there is a noob and somebody gave him a bunch of links one being to a program where you enter things like injector size, rpm cut etc and it makes you a custom .bin file.