2010 S5 Automatic

Got a call from the dealer today. I have a bad ECU and they claim it looks like someone had tried to pry it open so my extended warranty is not going to cover it. I'll have a deep discussion with them tomorrow about that. But for now, I'd like to know if this is a DIY job or does a new ECU have to be programmed in any way before use. IOW, can I buy an ECU online and just swap it out myself. They already quoted me a price and I see them online for $700 less.