From Jobro Software:
WinDoKu can generate unique Sudoku puzzles in four different levels of difficulty and each generated puzzle is guaranteed to have only one solution. You can also create your own puzzle, maybe by copying one from your local newspaper, and play, or let the computer solve the puzzle for you if you get stuck. You can also print the board and solve it with a pen and even print a bunch of puzzles at once. You can choose from three different ways of displaying numbers; either as Latin numbers (1,2,3 etc.), as Roman numbers (I, II, III), or as dots (like on a dice).