Many vendors offer users the ability to trade using computer programs.
Ask yourself several questions:
Perhaps the first question is whether you want to trade via FIX messages (a very low text-based protocol) or via a higher level API. The advantage of the latter is that it can handle more complex things, such as foreign currencies and derivatives and let you get up-to-speed faster.
The second question is whether you need a current pricing source (e.g., so you can buy X at market price). This is often provided by other vendors and would require you to read FIX.
The third question is whether you are going to write automated trade algorithms or not. Writing the infrastructure to go from/to FIX is fairly expensive.
The last question, of course, is how much you anticipate trading since that can determine licensing costs, cost effectiveness, whether you need a trial, etc.
As I said, there are different vendors for different businesses and needs. My department is one such vendor with a full Java based API, but its a competitive market.