Are Engine ECU's interchangable?

[WoodyzR]

I have been told my Megane CC- 2005, needs a new engine ECU unit which due to an existing fault I believe is true and obviously from a dealer it is a small fortune. Can I fit an exact replacement from a donor car by just swapping the same type/make of unit or do I have to re-programme the replacement donor unit to make it work. I have conflicting stories of simply "plug & play" - ie it will work straight away, to only new ones can be fitted and a dealer has to do it? Can any help or advise or have you had a similar problem?