As Mark Knopfler might say....'what's a pick?'. I don't use one that much. I have been using one recently trying to learn how to sweep pick. Best advice I can give you is get a 'heavy pick' . I use the big stubby (purple). I too sometimes anchor with my pinky; I don't think it can be great technique, but I've seen some great players do it (Yngwie J. Malmsteen). Speed pickers have a clenched fist for preparation because some jerk (mostly me) is gonna say something like...'my you can play your scales fast, can you make that into music'.
Other things to do. Make sure you can alternate pick really nice and clean, and practice it (lots). Start slow and then build up speed, and use a metronome, both to get your timing right, but also so you can track your progress (when you have something really down, notch the bpm up 5). Also Practice string skipping with alternate picking. There's loads of exercises out there to help develop good right hand technique.
Don't know the program, but before you go shelling money out, try this site, will pretty much do what that program does, but it's free....
http://www.scalerator.com/