I was surfing on ebay, and I found this amazing excel program which helps you with your sudoku!
All you do is key in the numbers into the yellow box and it tells you what to fill in in the purple box.
Check it out:
http://cgi.ebay.co.uk/ws/eBayISAPI.dll?ViewItem&item=5994788241&ssPageName=ADME:B:LC:UK:1
It does the beginner ones straight away, but it is really good, because you can jump into the advanced ones and refine your strategies for solving them. It also has a check on it that tells you if you've made any errors.