Experience has proved that many undergraduate science and engineering students find the concepts embodied in digital signal processing difficult to grasp. This is particularly true if attempts are made in the course to cover both amplitude-domain statistics (the probability density distribution and its moments) and time-domain statistics (autocorrelations and spectra). It has been found that students' understanding can be significantly enhanced by ‘hands on’ experimentation and this practical aspect of such courses can now be achieved using appropriate microcomputer software, without recourse to any other hardware. This paper describes the underlying motivations for such an approach and outlines the more important features of the software that has been developed in the Mechanical Engineering Department at Surrey. The package enables students to make their own measurements of many of the important signal characteristics and hence discover for themselves the influence of changes in the various sampling parameters. Examples of such experiments and a preliminary assessment of the effectiveness of the approach are included in the paper.