You've come to the right place. Right here. You have several options, and many times it depends greatly on what scanner(s) you are trying to load up (note from here on end, anything in blue is a link);
a. You can use the RadioReference web service to pull data down into application software that interfaces with RR - from there you can edit it and then send it to your scanner. This requires the purchase of a (cheap) premium subscription. These 2 links talk about it in more detail;
http://www.radioreference.com/apps/subscription/
http://wiki.radioreference.com/index.php/RadioReference.com_Web_Service
Purchasing a subscription helps defray the costs of the site, so we always encourage newcomers in this manner.
b. Many (older) software packages cannot interface with the web service; in this case, you can use Excel to copy/paste data. It doesn't require a subscription (although we hope you do buy one in any case), but it's nowhere near as refined as the web service download
http://wiki.radioreference.com/index.php/Excel_Copy/Paste_Special_to_Software
c. Along those same lines, some software - such as Scan Control and FreeScan - have utilities that allow you to copy/paste without the use of an intermediate package such as Excel. Again, it's not nearly as nice as the web service
d. Many folks, and some scanning clubs, maintain their own library of files - alternatively, a Yahoo group might exist for your area and folks will upload data to be used by members. The danger here, of course, is that the data might not be quite as up to date as the database here on RR, but in some situations, it can be helpful. For many areas, this site has a team of folks that maintain the database as best they can. It's a huge job, as I'm sure you can imagine.
Please be more specific about what scanner(s) you are trying to load up, and the area(s) (city/county/state will do nicely) you are interested in. Folks can direct you from that point. 73 Mike