Make your programmer from an arduino. Download the sketch of my fork from the links section and upload it to an arduino. The sketch has wiring information to your nrf24le1. It is a slightly modified fork from Dean Cording's work. It uses a perl script to talk to the arduino and upload your hex file. It has instructions on how to install any extras to get your enviornment up and running.
Download the SDK. The bulk of working with these chips has already been done by the author. Arrange it to your liking. You will need the library headers and lib at least. The source is also the documentation so you will want that handy as well.
Download the SDCC compiler. This is your only free option. I don't have Keil, so I can't compare.
Have a look at the Makefile to see what is happening. The programmer acts as a serial port bridge. The Makefile is set up to run under Linux, so you'll need to set it up for your environment otherwise.