Backlash is lost motion when the motor driving an axis changes direction. For the majority of machines there is some clearance between the nut (ball-nut or trapezoidal) and the screw, so when the screw changes direction the nut wont move until it has moved the distance of this clearance. Better explanation here:
http://www.machinetoolhelp.com/Repai..._backlash.html
If backlash is significant you'll for instance see it if you cut out a circle - at the limits of travel (so 4 points) there would be a slight blip. However on a ballscrew driven machine generally the backlash is so small (<0.05mm) that unless you're cutting metals it wont be noticeboard.
It looks like NCStudio uses a PCI card to control the machine:
http://www.erel-cnc.de/html-uk-cnc/software-uk.html
So assuming that's what your machine uses, unless there are drivers for it for Mach3/LinuxCNC, which seems unlikely, I doubt you can use any other software. That's unless you remove the card and change to a parallel port system, but that's downgrading if anything. The PCI card should be better.