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I know the Dealer can do the Download for you, not sure if they charge for it or not, You can buy a Fuel Pack also and do it your self. I have the same Bike and I am waiting for My Intake and Pipes to come in, I have the Vance and Hines Fuel Pack to install. I am going with the Ness Big Sucker Stage II which flows 20% better and a New Set of Screaming Eagle Performance Pipes from the CVO Bikes.
The dealer performs the download for Stage 1 modifications. Not sure about the '09s, but for previous years it was about $150. You can't purchase it and do it yourself.