If you're looking to play with PICAXE microcontrollers on a computer with only USB, look no further! The PICAXE USB programming cable allows PICAXE micros to be programmed from any platform (Windows and Linux). The cable has the FT232R embedded into the USB connector and will show up on your computer as a new COM port under Windows. You'll need to install some drivers but it's really easy.
Drivers: PICAXE Download Section