I went to Colorado and took some pictures with my 40D.  I used the Program mode.  I thought this would handle everything for me but allow me to get RAW images for possible editing later.  I guess it does not adjust the ISO.  My pictures appear too bright.  Can I adjust the ISO with the Canon utilities software or is there something else I can do so they look better?

You can't change ISO post exposure. ISO sets the gain of the amplifers which are between the sensor pixels and the A/D converter and so they are applied before the RAW file is created.

If you were in Program mode the images should be well exposed whatever ISO you had set. Exposure takes ISO into account, so it wasn't that the ISO was set too high. For some reason the exposure was more than you would have liked. That could depend on the metering mode you were using, or if you had accidentally set exposure compensation to a +ve value, or it could just be the result of the metering algorithm in the camera, which is susually right, not not 100% of the time.

If you have shot in RAW you can apply up two 2 stops of negative exposure compensation post exposure using the Canon DPP software. The RAW files should have enough latitude that you won't see a significant drop in image quality. It's not quite as good as getting the exposure right in the first place, but if the correction is small, it's very close.

A greater rangle of post exposure compensation is one of the benefits of shooting the the RAW mode.