There's plenty of software out there to do it. As far as I know, they're free, since you'd have to buy labels anyway. In fact, the two label packages I have both came with a CD with software, so I'm curious as to which package you've bought didn't include software. (One of the packages I bought even came with a label applicator so that you always get it straight-on.)
... then again, considering the results I'm getting, maybe it's only because I bought them a while ago ...
Label software:
Avery Click 'n Design Software (Mac and Windows; A little old)
Imation SoniX (Mac and Windows) ("Both the Imation SoniX CD/DVD Label Kit, and its corresponding labels, have been discontinued. We do not know whether any retailers might have these products available. You may have success with an online product search.")
Templates:
TDK Templates
Avery Templates
Neato's blank labels, incl. ones for other software (MS Word, Photoshop, Illustrator)
CD STOMPER Templates
SureThing Templates