There are an assortment of programs I think of as IDEs for writers.
In the programming world, an IDE is an Integrated Development Environment. It typically includes an editor used to create and edit program code, as well as class browsers, interfaces to compilers and debuggers, and other tools. the idea is that you can do everything required, from writing the code through building the executable within the IDE.
Writer's IDEs are available, with facilities for keeping notes on characters, developing plotlines, providing pointers to research sources and the like, as well as actually crafting prose. While development of stuff like this is most advanced for the Mac, Windows also has solutions.
See
http://texteditors.org/cgi-bin/wiki.pl?WritersIDEFamily for a list. (And it you know of things that aren't there, please add them. It's a wiki, and you can...
)
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Dennis