There is any software which can find the grammatical error...?

There are many spelling checkers but very few grammar checkers. As you say Word doesn't work well, and neither do any of the others that I have seen. It is a problem for software designers, because English varies tremendously from country to country. Australian English, New Zealand English and British English are so different to each other. Then American isn't even English as far as many are concerned since it appears to have no grammar at all. Even in the UK, Scottish, Irish, and Welsh versions of English have to compete with the many local dialects found in England. If there was such a software available, it is sure to be "wrong" for many users.

I strongly recommend taking short courses on grammar instead. Software that automatically detect and correct grammatical errors will not give us the learning. You can try WhiteSmoke Grammar Software that detect and correct tricky grammar errors.

For me I only know to correct the spilling only but the software i don't know.

You are right MS Word is probably one of the better grammar check. Another one you might want to try is http://www.paperrater.com It does a decent job and proposes ways to correct it. However, as was mentioned in other comments, none of the grammar checker are perfect. It still misses some.

taking corrective steps of your own is as such you are taking a giant leap.instead of searching for softwares you try to read a lot of books and try to understand each and every line.certain knowledge can be gained only through experience.don't feel shy to talk even though your grammar is wrong their criticism is your strength. for example,before i used to say "one of my friend is rich" but in actual it is "one of my friends is rich" the verb is based on subject and not object like this there are many examples. grammar is a knowledge and it can be gained through experience.a beggar from england speaks better English than an English teacher from our country.