i don't have an embroidery machine but I like the touch it adds. So what I usually go and hunt down a coloring picture I like, scan it and then with Photoshop shrink it a bit and add some pretty words and then print it on some muslin. After that I just embroider over it in colors that match the quilt.
I am pretty sure you could use any photo program like MS Paint, but I am not familiar with that one. I have a picture so you can see what I mean.