How do I burn the bootloader?
The bootloader is a small program that is (almost) always on an Arduino. It manages uploading and starting the sketches you make, and blinks the pin 13 LED whenever the board resets.

To burn the bootloader:

Obtain an AVR ISP, USBtinyISP, ParallelProgrammer, or similar; or use another Arduino board. This will be your ISP.
Unless otherwise instructed, connect the ISP to the ICSP pins on your board.
Power your board with either a USB cable or an external power supply.
Open up the Arduino IDE.
Make sure you selected the correct board that you are burning to at Tools ► Board ► in the IDE. Double-check this even if you could upload programs correctly; uploading doesn't always require the right board.
Select the appropriate programmer at Tools ► Programmer ►.
Click Tools ► Burn Bootloader, and wait. It shouldn't take more than a minute, and often takes only a few seconds.


Sources:

http://arduino.cc/en/Hacking/Bootloader
http://arduino.cc/en/Guide/Environment