I guess, there is software running on that machine, such as these machines of the computer numerical control type. The software has preset programmes and/or programmes you can enter into the software and thus into the machine, i.e. you enter parameters, e.g. cutting depth, angle, speed, etc., whereas all of these parameters define your actual cutting programme which is used to cut your workpiece. Maybe this is meant by 'Programme erstellen'. Now you should know better what to use in English for this as I'm not sure if any of my above suggestions is used in this context.

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Note added at 1 Tag13 Stunden (2009-04-07 12:13:33 GMT) Post-grading
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Thank you, too! Maybe this helps: suppose you have a set of different tools A to C to be made, wherein each tool A to C is characterized by different parameters, dimensions, features etc. Thus, you have to 'communicate' to the cutting machine how to cut said tools A to C. This is done by defining a set of 'programs' A to C including the necessary parameters of the tools A to C, such that the machine is enabled to cut the tool in the desired way. The software which is already installed on the cutting machine just allows for defining the necessary 'cutting programs' for the different tools. These 'programs' may be considered as a worksheet for the cutting machine in manufacturing the tools. As used herein, 'programs' do not really mean 'software programs' as commonly known. So, your 'setting the software' is correct, and as you may have different settings for different tools, you have different 'programs'.