It might not help if you already have a board, but for anyone else interested in getting in to FPGAs, Avnet have a Spartan 3 evaluation kit for $50 that can be programmed over USB. It also includes a Cypress PSoC and a programming cable for that - the cable must be dirt cheap if they can throw it in! The kit uses the PSoC to program the FPGA's flash, and presumably avoid having to bother with JTAG.