F4 is a fantastic piece of software for data transcription which allows you to permanently link & sync your file (mp3, ogg, wma, wav, aif, avi and mpg) to the output file, allowing rechecking at a later date. The software is easy to use and features a short automatic rewind, which is a joy when trying to transcribe quickly and smoothly - when you play the data again, you hear the last two or three words. Playback speed can be altered too, so that those difficult to understand passages can be focused on. If you wish to find a particular part of the interview, pressing F3 and F5 allow you to hear the data when you fast forward and rewind. Time-markers can be inserted (by you or automatically) in order to sync for proof-reading or analysis. Automatic backup (10 mins) means you won't lose data.
You can download the software here.
And here are some really clear instructions for this easy to use program (btw F4 is for Windows - F5 is the Apple version).
Update - just discovered by accident that you can play the recording by double-clicking on any timestamp in the transcript, which is a REALLY helpful feature!