You can find these at any computer store or at Chapters or Indigo. They range in utility from not very good to average, in my opinion. Software of the former type typically comes as an installer program, which, when run, puts all kinds of files in all kinds of folders on your hard disk and adjusts all the settings to its liking. Oftentimes, these will destroy or alter the settings for other software. Lab directors are naturally wary about letting you install things.
Nothing is installed on the hard drive.
A lot of commercial multimedia language software will come with fancy music and interfaces, but they often just are there to jazz up an otherwise very old fashioned, straight-forward drill. Not that multiple choice is necessarily bad, but just recognize it for what it is and see through the hype. In terms of pronunciation practice, most computer-based approaches are now far from what the theoreticians in the field of pronunciation training are advocating. Herein lies the problem. Let's say your school springs for a bunch of these.