NinjaTrader is perfect. Exactly what I need. I can use my IQFeed data feed with their simulator. I don't know if IQfeed gives me futures though, I'll find out.
Not sure if this is what your looking for, but there is freeware out there like CamStudio that will record your desktop. Whenever I get ready to put on a trade, I hit record and I'm good to go. Hit stop when the trade is over... pretty simple really. Helps fine tune and evaluate my entries and exits... great learning tool. You would be amazed how it can help clear out the crap you tend to accumulate.