I've been watching videos of various games analyzed and folks use some programs that allow them, during explanation, to show where pieces could have been moved or threats - usually with an arrow or similar.

What programs allow that?

Frank

Chessbase and/or Fritz.

You can probably do the same using other programs such as Rybka, Shredder etc.

You can download a free version of chessbase light at www.chessbase.com

(To create arrows: (for arrow) Hold down alt + shift, then click from square ''a'' to square ''b''.
                           (to highlight a suqare) Hold down alt + shift, the click a square.

You can do this using 3 different colors, green, yellow and red.

[Hold down alt]
[Hold down alt + ctrl] and the same as before for arrow or to colour a square.