To enable me to listen to the digital modes such as PSK, I have connected my computer to my radio. This basically involves a USB to RS-232 connector and an RS-232 cable.
I use Ubuntu on my computer and therefore use an open source program to control the radio. I have hamlib set up to manage the computer->radio communication and then I use fldigi to control the radio.
Fldigi is a great piece of software and works well with the radio. It can decode Morse, PSK, RTTY, and other digital modes. It has a logging tool which is quite straight forward and works well when fldigi is connected to the radio. The Pskviewer shows the decoded text from several of the signals at the same time so you can pick one that interests you and select it. I will get some pictures on here once I have it all set up again.