You may already know about this, but just in case you don't: depending on your data, PLINK might be a good choice for doing some of the basic association tests. Here is more information on how it handles X-chromosome association testing (scroll down to "

How does PLINK handle the X chromosome in association tests?"):

http://pngu.mgh.harvard.edu/~purcell/plink/faq.shtml

Thank you Marc, I am going to run the program.

I agree these are 2 good pieces of software and I would add: PLINK for directly typed SNPs and SNPTEST in the case of imputed data as it takes into account the probability of imputed genotypes.