What is a good free program to find and fix broken links?

Hi Im new to the whole SEO world and I was wondering if anyone could give me advice regarding finding and fixing broken links. I've found a couple of sites that run a check on my site but what do I do once I get the URLs of the broken links? How do I know which page had the broken link on it? Could you recommend a program that is free to find broken links and walk me through how I go about locating the broken links on my website. Thanks