Question after the jump

This is an ECU flasher from FSWerks for my Fiesta

So, I was talking to my cousin about turbos, and ECU flashing, the different stages and things of that nature. Namely because I don't know shit about any of that, and he mentioned his Golf is stage 1, and explained to me that he had his ECU flashed. So my question is, what exactly (I mean as detailed as you can get) goes into flashing an ECU? I have no idea what goes on, do you just plug in, and upload a new map? Or is it like flashing a BIOS on a computer? And what's the best way to do it? Get a flasher like the one I posted up there, or have someone do it?