For software, you will need some sort of CAD (Computer Aided Design) software to draw your designs (such as SketchUp, AutoCAD, Corel Draw, etc.).
You will then need CAM (Computer Aided Manufacturing) software to apply machine operations to your designs, and to export "G-code". We suggest CamBam. CamBam also has CAD capabilities, but they are quite limited and inefficient, so I would suggest using separate, dedicated CAD software.
The final piece of software is for controlling the CNC machine. We suggest Mach3. This program reads the G-code and controls the movement of the CNC machine.
CamBam and Mach3 can be found here: http://www.buildyourcnc.com/CNCsoftware.aspx
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What kind of software do I need?