How do you get a program onto an eZdsp board?
I used an F2808 based ezDSP board, and it had an integrated USB JTAG programmer on the board. The parallel port interface on yours might also be connected to an integrated JTAG programmer, or if not, the Code Composer IDE is probably equipped to handle the details of the programming.

Sorry I'm sketchy with the details, it's been a couple of years since I used it .. but look around on the Code Composer menus; somewhere there you should find the option to flash your project into the chip. In CCS 3.2, there was a dialog that could be brought up that listed all the flash banks, let you choose the .out image to flash, PLL multiplier value to use, etc. Device selection was on a nearby menu.

Once you solve the flashing-the-chip problem, I do recall the biggest pain getting started was dealing with the linker ".cmd" files that set the memory layout for the project. When you write C apps for linux or windows, you don't have to deal with these, but when you get as close to the metal as 28xx's with Code Composer, you have to say exactly what block of physical memory is to be used for what program segment. The easy way to get past the complexities of the .cmd file, initially anyway, was to steal one out of the example projects. 

In fact, if your software has them, I'd recommend building and flashing one of the canned examples before setting out to write your own software. A search for 'examples' or 'samples' in the CCS install directory should turn them up.