2 go-programs from smart-games.com:
Igowin - Play go against the computer on a 9x9-board. The difficulty increases as you become better.
The many faces of go - Play go against the computer on a 19x19-board, solve goproblems, study joseki, replay commented games, let the computer analyse a problem for you, play with other people on IGS, etc.
Enjoy the fantastic game of go!