This information is available for free from yahoo finance. However, the files downloaded need to be manually amended before they can be imported into the software.
Most programs accept historical stock data in metastock format:
Symbol, Date (yyyymmdd), Open, High, Low, Close, Volume
yyyy = year. mm = month. dd = day
The files from yahoo are in the form:
Date (yyyy-mm-dd),Open,High,Low,Close,Volume,Adj Close
Downloading the historical stock data from yahoo manually is tedious, and can take a long time. There's a spreadsheet that will download the data for you automatically, and put it into metastock format: historical stock prices