The "gold standard" in this category is "Darik's Boot and Nuke" or DBAN (pronounced D Ban).
DBAN is a tiny version of Linux, usually run from a diskette, that contains a program that will erase any hard disk on your computer. It has several different methods, many which are used by the military to securely erase data.
The reason for such a tool is that, even if you erase the data, and write new data, the old data can still be extracted by skilled technicians. DBAN repeatedly writes to the disk, with different patterns of data, to make it more difficult to find the old data on the disk.