You probably mean that you would like to use non-volatile memory (PROM) for bitstream storage. For that purpose you need to convert the bitstream (updated with executable.elf if you intend to use microprocessor in your design located at #project root#\implementation\download.bit) into PROM.mcs file used for programming PROM. For mcs file creation and downloading use ISE's accessory iMPACT. iMPACT's nice wizard will guide you through this (ver 8.1). Select Prepare PROM file -> Xilinx PROM, MCS file format, PROM filename and location -> Select proper PROM (xcf0xs - look at StarterKit User guide)
-> Add -> Find your bitstream file -> Clik to -> Generate file and voila the mcs file is prepared. Connect the device to JTAG cable!!!!! Then run Boundary Scan (and press Cntrl+I for Initialize chain). Select generated mcs for PROM (and maybe files -bit, bmm, elf for directly loading Spartan3). With right click on the device and program it.