Take a deep breath. If you look in the box the radio came with a serial cable for programming. If you need a serial to USB adapter, they are cheap and even available at the local RadioShack. Just make sure to download the latest drivers when installing it.
Take a look at this for programming:
Scanner Programming
If you are near a major metro area you may already have some of the work done for you:
BC346XT - The RadioReference Wiki
Then once get an idea of how to set it up, you can download FreeSCAN to start programming from the computer.
ScanNow.org - The Home of FreeSCAN!
Don't forget to read the Wiki for more information and links:
BC346XT - The RadioReference Wiki on Radioreference and at Uniden:
BC346XT < UnidenMan4 < TWiki