GRETL automatically computes Granger causality tests. As stated in the guide: "For each variable in the system an F test is automatically performed, in which the null hypothesis is that no lags of variable j are significant in the equation for variable i. This is commonly known as a Granger causality test". Moreover, there is a short video explaining that on youtube: http://www.youtube.com/watch?v=ON5pJ8xd3E4