MLwiN is one of the granddaddies of multi-level modelling software (the other being HLM). Essentially, it is a 1990s-ish looking and sometimes quirky GUI wrapped around an old DOS program (MLn). The one feature that set MLwiN apart in the late 1990s is point-and-click interface that allows you to build the equations for a multi-level in a stepwise fashion. The underlying command language is still slightly confusing and less than well documented, and some of the modern features (such as modelling categorical dependent variables) are implemented as external macros, which does not need to concern you unless something goes horribly wrong, which happens occassionally.
That said, MLwiN is reasonably fast, does now incorporate modern MCMC estimators, has an interface with WINBUGS and can be convinced to do most things you would possibly want to do with it. I bought version 1.10 ca. 1998, received free upgrades to 2.02 and good support well until 2004/2005 or so. These days, Stata, R and MPlus can all estimate multi-level models, but working with MLwiN may still be worthwhile for you (by the way, you can download the free stata2mlwin addon from UCLA academic technology to export your variables from Stata to MLwiN).
Rather amazingly, MLwiN is now freely available for anyone working in UK universities: just enter your details including your ac.uk-email, and few days later, they will send you a download link.