I recommend that you try FLDIGI. It is free software and has very active and great support forum ...
Mauri, you're right! And another great thing about FLDIGI is that it is available for both Windows and Linux. With both types of machines around the shack, it's nice to have software that will run on either.
I've been using FLDIGI for a year or so, for RTTY and PSK. I've been very pleased with it--lots of useful options, easy to set up and use, and it does everything I want. A while back I noticed I could use the waterfall as a sort of spectrum scope--very handy for CW DXpeditions, since you can see (up to 1.5khz or so) what station the DX is answering and drop your own next call near to that one. And it's handy for zero-beating CW if you have lousy ears, too. :-)
Since doing that, I've also been using FLDIGI while operating CW, and I've been impressed at how well it follows most CW. I mostly use my ears, but FLDIGI regularly catches details that I miss, when I am working at near my maximum speed. I might miss a guy's name or the other guy's serial number in a contest, but FLDIGI often catches it when I didn't. That's nice!
So another "thumbs up" for FLDIGI. :-) 73! -ken