If you try to use project management software for the first time, it is good to have a look to what programs have been developed so far. There are many open source software which can be useful, according to your needs. Their main advantage is that you can download them for free. Wikipedia has made a good job categorizing them and you can find the selection here:
http://en.wikipedia.org/wiki/Comparison_of_project-management_software
On the other hand, many companies have invested time and resources developing strong software about program management. The majority of the companies worldwide are familiar with specific software, such as Primavera and Microsoft Project, which are used widely and can add a lot to your CV once you are familiar with them. Personally, I prefer Microsoft Project, which I find simpler and equally efficient.
