More commonly referred to as software in the old days (four years ago), programs that run on your hardware are also known as applications. Whether you want software that can be used to create text documents, edit music or play video games, in the end what you want is an application.
With the exponential growth in mobile application development in recent years, the average user's application library has likewise grown. Applications, or apps, are also much more widely available and free versions or spin-offs of software can be easily found.
Apps are OS-specific, so while your Android app won't work on your friend's iPhone, there may be a compatible version available.