Hi Meuh6879: It's a wallet on my laptop computer, and all it says in the "about" section is "Qt".
Hi Exergy & ShameOnYou: Thanks for the great explanations. Exergy mentioned that "pretty much all wallets" perform this function, however, I'm also using a wallet on my iPhone called bitWallet, and it doesn't seem to do this (i.e. it appears that it sends change back to the main address that I spent from). With this in mind, would you recommend that I use a different iPhone wallet instead?
Change addresses are a different thing. Generally you will get change back to one of the input addresses in the transaction. It wouldn't make sense to generate a new address for change, since the public key would then be exposed anyway.