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there are quite a few packages available, both freeware and shareware, but it depends on your host as to which will work on your server. If you let us know what technology you are using, PHP, Perl, ASP, whatever, then perhaps may be able to give you some ideas.
Regardles,, you might try [planet-source-code.com...] as they have free applications, of varying standard as they are all user submitted, available in most languages.
There are few I would recommend.
3) Links SQL
But before you decide which one you want you might want to consider your budget and requirement.
1) Cheap but might get complicated to handle if you have tons (few thousand +) listings. IndexU is very fast + easy to use + easy to install.
2) In-Link - Has much nicer interface and I will say, it is best of all three, when it comes to managing, adding, editing listings. And is not that expensive.
3) Links SQL is most expensive, but has its own benefit of static pages.
All directories listed above can handle huge number of listing without any problem (I think so).
Hope this helps.