The PICAXE USB programmer allows PICAXE micros to be programmed from any platform (Windows and Linux).
The programmer uses the FT232R and will show up on your computer as a new COM port. Under windows - you'll need to install FTDI drivers but it's really easy!
 

This board is effectively the same thing (once you add the miniUSB cable and 3.5mm audio cable) as the PICAXE USB Programming Cable.
The difference is this board has two on-board LEDs to show the serial data (TX and RX) being passed back and forth.
Why buy this board? Because blinky things are better.

 

Documents:

• Schematic
• FTDI Drivers
• PICAXE Datasheet
• PICAXE Download Section