Geocaching Australia

I have a device that communicates with the satellites. It gives me my current coordinates. Sadly I am not l33t enough to understand what direction I need to walk in just by knowing my current coordinates.

So at the least, I need software that will talk to the GPSr (it talks in NMEA 0183) and also give me an arrow that tells me what direction to walk in. Preferably something free. (If it does extra things like allow me to keep track of many caches at once, that would also be cool, but it's not absolutely necessary.)
Suggest me something.
Anything that runs on Windows XP will be fine. I geocache with my laptop anyway.

This is the device/GPSr in question.

Yes, I know, this makes me seem terribly lazy. But Google is turning up too many results, most of which are full of jargon that I don't understand/do things that I'm not sure I want.

http://www.oziexplorer.com/

Ozi can accept NMEA and is a fantastic piece of software

To manage a list of caches, you need to download GSAK. As Big Matt mentioned, Ozi is great mapping software though you have to get the maps from somewhere, though while online it will use internet maps.

I'm not sure if Ozi will point you to a destination when you are walking though or just show you where you are.

A better option is to buy yourself a Christmas present and get a cheap GPSr such as the basic yellow eTrex. You can transfer caches to it using either Ozi or GSAK (or download to GPS from either GC or GCA). Then you have the advantage of a portable unit and not having to do a bushwalk or a search with a laptop in front of you. Which must look pretty conspicuous in some areas