STM32-H407 write program with USB mini cable (USB-OTG)
Try to use the free version of Keil to program it as it supports my STM32F4 from the usb connection..(have to install the drivers for the STLink though)

If not as the other poster said above get a JTAG/SWD cable..

If you want something high end then one of the Segger series as it's supported by practically any IDE but they can get ridiculously expensive..~(£1000's)

I personally have the Segger Jlink Edu version (£50) and works well as long as your product isn't commerical and it's supported well in Keil and most other ARM IDEs.

A really cheap way to program ARM chips though is to buy an STM32F4-discovery board as they are only £9 and contain the STLINK programmer on the board and a pin header for it..So you could use it just as a programmer for other boards..

Pretty cool huh..