Golden Software's Surfer surface modelling package is a great piece of software, now fully mature and with a slick, sophisticated and windows compliant interface far removed from its original DOS heritage. Version 11 (the current release available for download as a demo) is cosmetically different to version 9, which the teaching materials cover, but the underlying functions are little changed.

Download the demo and work with the supplied data, plus that we provide for the exercises, to get to grip with this great product. There are two ways of thinking of surfer when working in conjunction with ArcGIS (or any other GIS product). You might simply choose to use the greater control that surfer gives over the generation of continuous surfaces from point data (more interpolation methods, better control, especially when using custom variograms) in which case you will be exporting your completed grid files to a format that Arc can handle and doing little else with Surfer. Doing this might miss the features of what has now become a powerful visualization tool, able to integrate various sources of data and far better at scaled visualization of 3D terrain data than ArcScene; Surfer provides for sensible profiling, creation of block diagrams, scaling of 3D views with scale bar, orientation and legend, all absent from ArcScene. My advice is explore the full potential of visualization of you data in Surfer as well as exploiting its excellent modelling facilities.
If you enjoy Surfer take a look at other products from the
Golden Software stable, in particular
Voxler for true 3D voxel modelling, we'll come back to this in the Virtual Landscapes module later in the year.