Software is the general term for information that's recorded onto some kind of medium. A tape, DVD are also software. Thougha, software is associated more with the field of computers. A computer is a hardware device that reads software. Most of the software on your computer comes in the form of programs. A program consists of "instructions" that tell the computer what to do, how to behave. Just as there are thousands of albums you can buy on CD for your stereo, and thousands of movies you can buy to play on your VCR or DVD player, there are thousands of programs that you can buy to run on your computer.
If you do purchase a specific program, it would be to perform some specific task. For example, you might use a graphics program to touch up photos, or you might use a word processing program to write text. You're using your Web browser program right now to read this text (assuming you're not reading a printed copy on paper). Just as there are umpteen different brands of toothpaste, there are umpteen different brands of word processing programs, graphics programs, and Web browsers.