First of all, follow the wiring indicator, just pick your USBasp programmer, and connect it to the Arduino board/ATmega328P chip. Note that the output socket/connection cable of the USBasp programmer ...

On the other hand if you already have the Arduino, fetch the avr.isp.03 firmware and AVRdude. Then program a device, for example an ATtiny13 using the Ardunio as the programmer.