I just bought a PRO-163. I'm afraid I am over my head.
That's a great scanner. Yeah and that's only an analog scanner. The new digital scanners (~$450+) are even crazier.
Should I manually enter them or try downloading them?
That depends on HOW MANY you need to program, how much patience you have learning how to do it, and the type of "systems" you want to monitor. I'd learn how to program manually just so you can, but programming 100+ (the scanner holds 1000) by hand is quite a job.
Which is the better (easier) program to use? Win97, ARC300, Scancat?
Avoid Scancat like it is the swine flu. I use WIN97 and love it. Never tried ARC300; it's like another flavor of cola to me.
Is it better to download from this website or maybe use a program like Mr. Scanner? Which program do you recommend?
When you are talking EASE, and nothing else; it is hard to beat downloading. But you'll find some editing is required on what you download to get things the way you like them. You'll find that many here are into ALL aspects of this as a hobby, not just the listening part.
So I recommend that you learn what there is to monitor in your area (some might not be monitorable with a scanner), learn the scanner (and therefore the software), and program things into the software by hand. You'll have it organized the way you want to use it and remember it.
Otherwise my suggestion would be to get a file from someone in your area and just put that in your scanner. Not much fun, but totally the least effort.