Here's how it works:
The program presents you with a random Hiragana character (or pair of characters, for the diagraphs) and you have to enter the corresponding Romaji in the textbox. Then, you click the Check button and it'll tell you if you're right or not. In this case, I managed to remember the character for 'yo'.
If you have no idea what a character is, or can't quite remember, click the Don't Know button and it'll give you the correct Romaji. Remember, admitting you don't know is better than being wrong!
The program also records your progress within and across sessions (it generates a 'Stats.dat' file that stores your current scores, so don't delete it unless you want to reset everything). For each character, the stats tab will give you the Hiragana, Romaji, the total number of times it's shown you that character, and a grade on how good you've been at recognising it the last 5 times you were given that character (A is best, E is worst). Correct answers tend towards A, Unsure answers tend towards C and incorrect answers tend towards E.
UPDATE: Improved the character selection to prioritise characters you've done badly at. Also added instructions to the About tab and added proper assembly info (so it shows the program version in windows explorer).
You can download it for Windows here: BitBucket Direct Download
Do be aware, it requires the Arial Unicode MS font. If you're using Vista or newer (which you really should be), it comes pre-installed with Windows so no worries.
You can also get the full source code here: BitBucket Repository
It uses C# and Windows Forms and while the code is only lightly commented, everything is named and it's fairly self-explanatory. Feel free to do what you want with it, I don't mind, just make sure I'm credited in the About tab.
Oh, and by the way. If you find this program useful and want to thank me for it, consider throwing a donation my way. The button's on the right and even a couple quid means a lot to me.