There are two programs that I know of, but both cost.
http://www.golfwits.com/
http://www.intelligolf.com/
I use Intelligolf and like it very much. You can download course info for many courses off their website or put it in yourself and save it for future rounds. It keeps your handicap, and several other statistics such as Greens in Regulation, pars, birdies, etc.
I would recomend it highly.