doesnt matter what you use, you need to start out recognizing intervals, then move on to diads (or double stops, or two note grouping, or yet another way to put it....an interval played together...), then add another note for triads, and another note to start heraing seventh chords....advanced chord recognition would be identifying 9th 11th and 13th chords. That is just chord (harmonic) recognition....
Another aspect is melodic dictation/recognition....being able to hear a few notes of a melody and both play it back on your instrument and write it down (not in tab). Obviously this would include rhythm recognition. Again this would start out very simple....say, a three note group. As your ears advance, it gets more complex.
the only program i ever used (aside from Berklee school of music...) was "Earmaster". It has everything you'd ever need to start out in ear training and advance to a very high level. It is completely customizable.
Good luck.
If you are trying various methods to do ear training and find you arent getting anywhere, or are making little ground, you need to ask some hard questions about why.