There are a number of software packages that will show your position on a "moving map" display. Most will allow you to put in a route (essentially draw a line between a series of points on the map) so you can follow it. These DO NOT give directions - all you can do is compare the position displayed against the map or your pre-planned route. Be warned though; entering routes can be pretty tedious if you want them to follow a road that makes a lot of turns.
Here are some that I know of that will work with various formats of maps or satellite photos. Basically, if you can get a digitized graphic image of the map in the right format and can tell the program the latitude and longitude of 3 or more points (typically the corners) of the map, they can track your position. You can visit the sites to get more information.
Fugawi
OziExplorer
ExpertGPS
There are others. Do a Google search for GPS Moving Map Software and you should find more. Also check out
this site for lots of GPS related information.
Alan