One of the first search engine optimization software tools introduced to me was the popular Web CEO. Although you can buy paid versions, you can also download a free version that never expires. I would definitely recommend it for those who are just starting out in the web industry.
Web CEO has a host of features including built in FTP, search engine submission, rank checking, web analytics, and even link partner finding! It also comes with an html and xml sitemap generator.
Please understand, just downloading Web CEO will in no way help the ranking of your website however, if you use the tools it provides and implement the strategies it suggests, I guarantee your ranking will improve!