>But... don't the embroidery robots (aka sewing machines) come with some software of their own?

No they have only a "DOS" to print i.e embroid pictures. And basic manipulation like limited stretch and rotate. If (and when) you want to make your own pictures, you need to buy a software like:

http://www.pfaffusa.com/535.html or
http://www.corel.com/servlet/Satellite?pagename=Corel3/Products/Display&pfid=1047024307335&pid=1047024863258 or
http://www.embroideryoffice.com/design60.htm


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