Does anyone here use CAT software for translation (computer-aided-translation)

if so which program / OS ?

I sometimes use the Google Translator Toolkit: http://translate.google.com/toolkit/ (not to be confused with Google Translate). It works on any modern browser, and I find it pretty decent for my non-professional use. After you upload a document and choose the option to translate it yourself (not to pay someone else to do it, unless you want to), it starts with an automatic translation by Google Translate, then you can change what you need to change until you have the final document you're happy with. It's very basic compared to, say, SDL Trados, one of the most popular CAT tools among professional translators, but it's free and easier to use.

Of course, it depends on what you want to use a CAT tool for — if it's for professional reasons then I guess it's not the best option (one of the reasons is that Google could kill it anytime they want, other is the possible lack of confidentiality); in that case then there's Trados, MemoQ and the like, which are recommend in translation forums such as ProZ.

ya I recently found a copy of Trados that had fallen off the back of a truck (cough, cough) and was playing with it... it seems very complicated for the marginal benefits. But then it is nice to have things broken down for you into simple segments.
I'd say the major downside is not having a very good communication between the segmented text and the source text.
For example, Japanese sentences can be very long. In translation you need to break those down, and the connections between resulting english sentences can become weird. It would be nice to have a real-time way to then edit the whole thing, like in word, and then go back to the segments.
With Trados you just get locked into segment-world and it's hard to do big picture things after that.

I think rikaichan's native dictionary is the best J-E dictionary I've ever found, so I'm not really so keen on using Trados's glossaries.
Maybe the termbases would come in handy if you're working on something technical... but I haven't been doing that yet.

The real benefit seems to be the way that your private (or your company's private) translation memory would grow, and start to fill in a lot of the gaps for you. But that could take years for it to get good... so I'm not sure if it's really worth it.