do you have a list of gene sequences or just names? there are quite a few annotated builds in few public databases, so, annotate against what? you might want to save the file in txt format. if you have sequences, make a fasta file first. also remember that annotation does not always mean the best match against existing protein or gene domains, but if the GO consortium has the matched gene annotated.
that said, following are my suggestions:
1. the most easy to use is geneious. you'll get a 14 day full feature trial. costs about $200 for students for a lifetime license. well worth it.
2. blast2go - free, java based. might be little tricky to use. this is the best tool for blast, annotation and downstream sequence analyses.
3. use blast website itself. there might be an option to upload a file and blast the contents.
4. you must be a pro in command line to do this: install hmmer in your machine. then download the database you want to annotate against, and link it with hmmer. then blast your sequences. the result will be listed in GO ID vs # of seq format. upload to agbase for a summarized report.
hope this helps.