I use lots of screeners are the two (FREE) that were good are Multex's (multexinvestor.com) and the one found on MSN money. Multex does everything the MSN one does, only better and easier, and user friendly. MSN's report criteria is limited to I believe either 20 or 200 results, while Multex's is not - and its easily downloadable into excel.
I got a copy on CD a long time ago through the mail. I think that's the only way to get it, but I'm not sure since I don't currently use it. Regard the data, I think that you have to use their data feed (i.e. they give you the s/w free knowing that you will have to subscribe to their data feed to use the s/w).