You've got to be careful. You can make your car undriveable, or worse yet, damage something.
Having said that... Work slowly. Baby steps.
Buy a bunch of chips. Make small changes, one at a time. Make sure you identify what changes you made. Always keep a 'baseline' chip, so that if you do something really wrong, you'll still have something that will let your car run, etc., etc., etc...
Baby steps.
Buy and read Motorbooks "How To Tune And Modify Chevrolet Fuel Injection" Cat.# 124678.
It doesn't tell you how to burn chips, but it's an excellent primer regarding how EFI works, and it does cover systems like ours. Well worth the $20 or so.
For the nuts and bolts...
You'll need a scan tool so that you can see what your engine is doing.
If you have a laptop, WinALDL is free, and downloadable on the net. Several people here build the cables required to interface your car to the laptop.
Otherwise, you'll need an OBD-1 scantool and a GM cable.
Here's some links for programming hardware and software...
http://www.tunercat.com/ Prom editing software. There are others, but I believe that this one is the most widely used.
http://www.xtronics.com/memory/index.htm Check out the Pocket Programmer 2. It comes with the software that you'll need to make your computer talk to the programmer. This is NOT to be confused with the editing software that Tunercat sells. You'll need them both, as well as the default files for your particular ECM, which Tunercat also has.
You'll also need the UV eraser, unless you decide to go with EEPROM chips. I can't help you there, as I'm still using the UV eraseable chips. The 'moates' link, above, has info if you want to go in the other direction, as well as some nice extras like ZIF sockets, as already mentioned.
The UV chips (which is what you have now) are 2732s or variations (2732A, 27C32, etc., etc.) Be sure to read about the differences, as they all use different programming voltages. You can burn out the chips if you use the wrong voltage for programming.
Check out the links that AKM posted above. Good stuff.
Did I mention to be careful? I've had my equipment for several months and I'm about to finish with some driveability issues that I had (TCC lockup points, decel fuel cutoff, cold engine stumble, etc., etc.) These were all light-load, part throttle parameters that were affected by the particular combination of pieces that went into my engine. I haven't even tried any 'go faster' tweaks, as that was never an issue.
[This message has been edited by Raydar (edited 09-29-2005).]