There is the possibility of having the Z39.5 software in its raw form from various places one of which is:-

http://www.loc.gov/z3950/agency/resources/software.html

But having a friendly interface is so much nicer....

eZcat and eZcat pro from Book Systems

http://www.booksys.com/products/eZcat/eZcat.shtml

they offer a 15 day free trial, a one off purchase price and then download as many records as you need as long as you own the software. $595US / $995US site as a one off payment. You can pay $100US a year for support and updates. eZcat is MAC and PC compatible. Fabulous service 30 day free trial available

Bookwhere? 2000 from Follett
http://www.fsc.follett.com/products/bookwhere2000/index.cfmhttp://www.fsc.follett.com/products/bookwhere2000/index.cfm
offer a 45 day free trial and costs $395US

A list of libraries which are Z39.5 servers can be found at

http://www.sunlink.ucf.edu/faq/marc_download/default.html

This is a list complied by school librarians who use a Z39.5 interface and receive the highest amount of hits from these libraries - also included special libraries. US based.

An Australian list is available from
http://www.nla.gov.au/libraries/z3950/z3950list.html

A close to complete list of all international targets can be found at
http://www.indexdata.dk/targettest/