First and formost, talk to the radio system administor for the system you need programmed. Chances are fair that they already have the software, etc. to program your radio. You'll need to get their permission no matter what anyway, so you might as well do it right from the start. If they say yes, they'll probably take care of things right. If they say no, accept their "No" and just sell the radio on e-bay and use a scanner.
The advantages doing this are huge. First, you'll be an authorized user (assuming they say yes) and as legal as you can get. You will also have assurance that the radio is programmed correctly and if not, they'll know it wasn't your fault and help correct things for you.
If you do it yourself (especially if they say no), you'll be in big trouble and at the least have a good chance of getting your radio "bricked" so even selling it on e-bay is out. You'll also have a good chance of being removed from the fire department as well as possible large fines from the FCC and legal problems with your local police. Neither organization take lightly the use of unauthorized transmissions on public safety frequencies.
See this thread for proof that the FCC does go after folks that program radios with the ability to transmit on frequencies they're not legally authorized to operate on (and this was due to an expired license that the radio shop didn't know had expired).
http://forums.radioreference.com/industry-discussion/166582-fcc-wants-fine-radio-shop.html