How to burn Arduino Uno bootloader to ATMega328P via CP2102 USB-2-UART?
The short answer is, you can't.

The CP2102 is not the right part to burn a blank AVR chip. USB to serial adapters are for uploading sketches to AVR chips that already have the Arduino bootloader installed.

To burn a bootloader into a blank AVR chip you need an AVR programmer. You can make a parallel port programmer for almost nothing (a few resistors and some wire). The Arduino site has information on that. If you don't have a parallel port you can buy a USB AVR programmer off of ebay for &lt; $5.

If you know someone with a working Arduino you use it as an AVR programmer as well.

All of the above will take some research on your part. It is not as simple as uploading a sketch, but it's not all that much harder either.

Here's a good place to start:
http://www.ladyada.net/learn/avr/programmers.html