DX4WIN is not a contest program, but you can play in a contest, issue serial numbers and avoid making duplicate contacts. When you enter a callsign that you worked previously same band same mode, the callsign field will have a red background.

Setup screen for contest mode. The ## characters will be replaced by the sequence number for the QSO and placed in the 'Notes for this QSO' field.

Always available, but even more useful in contest mode, is the ability to skip certain fields in the QSO window when you press the Tab key.