Each language learning program has its own teaching philosophy, and that is important to know.
For instance, Rosetta Stone is based on immersion techniques, and they don't have explanations in English, because you are supposed to figure it out like a baby figures out its native language: images, situations, contextual learning, etc. No real focus on grammar, conjugations, tenses, etc.
Tell Me More is geared toward a comprehensive language learning experience. It has by far the most learning material of all the language learning programs.
Fluenz is great, beautiful, well-designed, thoughtful, and totally opposed to the Rosetta Stone technique. They only offer a few languages at the moment though.
Rocket Languages is great for beginners, and for those on a budget. It has a lot of features that much more expensive programs don't have, for example. Like language learning games to drill you on verb tenses, or vocabulary, for instance. (Fluenz, which is very expensive like Rosetta Stone, doesn't have that, for example.)
So, depending on what you want, that should help you out.
I hope it doesn't confuse you more!