Sonman
Read the manual listed above, buy some programming software, and pay the 30 bucks for the Radio Reference web site. Having a great scanner like the 396XT requires time to learn and the appropriate programming software, if you are going to get the most bang for your buck.
I agree with Pinballwiz86 that programming is not that difficult by hand after you know what you're doing, but depending on where you are, it may be a pleasure, or a real pain in the a.. For myself and scanning colleagues in the Los Angeles area, by the time you program in the LA Police, LA Sheriff, CHP, LA Cities, LA Fire, etc, and then throw in the multitude of trunking systems, you can easily be talking about 2000 to 3000 channels and talk groups.
One key factor, which I don't see in your post, is your location. If you're in a smaller, perhaps rural area, with conventional analog stations, you probably don't need programming software. But in that case, you probably don't need a scanner like the 396XT either.
Best bet, in my opinion, read the manual (on-line version above), program a few channels/talk groups to get the feel of things, then get some software. FreeScan, Butel ARC-XT, and ProScan are all good programs. The first, as the name implies, is free. So you might want to go with FreeScan.
Have fun with the 396XT.
Steve AA6IO