Super Sonic, this and that are deictic:
Grammar. specifying identity or spatial or temporal location from the perspective of one or more of the participants in an act of speech or writing, in the context of either an external situation or the surrounding discourse.In other words, if the object the person is talking about it close to that person in time or space, then this is used. If the object is closer to you, in time or space, then that is used.
Ex: Use that program (the one you will get) when you get it.
Since your friend is referring to the program you will get, s/he is thinking into the future, after you have received it, when it's on your end, so s/he uses that.
Ex: Use this program (the one I am talking about now) when you get it.
Below, that refers back:
A-Who do you think you are talking to?
B-Not a comedian, I tell you that!
=> I can tell you, you are not talking to a comedian.
There's another set of examples I'd like to show you:
 This is what I want to say, ...
=> This refers to what is about to be said.
 That is what I want to say.
=> That refers to what the person just said.
Does that help?