I used a chess pad to enter games. However, it lacks an undo feature and there is no way to correct an incorrectly entered position.
What other program can do this?
Chesspad allows for deleting and adding new lines. To delete, right click on move in movelist and select delete. To add new variation, move back to move you want to add variation to, by either clicking or left arrow, and enter new move. Right clicking any variation will give you the option to make this the main line.
http://www.apronus.com/chess/wbeditor.php is a free online tool where you can enter a chess game on an interactive chessboard and then save to PGN or to a bookmark link that leads back to the game.