Generally, one doesn't use the indefinite article with a noun because it's plural, but sometimes you get nouns where, for some reason, the indefinite article isn't used even though the noun is singular. I would never say 'a software', though it seems to be a singular noun, and I've heard it said (though it sounds wrong). Instead, we say 'some software' or 'a piece of software' (the latter implying that software is singular), so why does 'a software' sound wrong?
EDIT: I really meant to ask why we don't consider software singular. Maybe I should have asked, 'why is software a mass noun?'