The differences encountered when running the same model type on the
same set of data in The Unscrambler and other software are generally
due to different variable scalings.
In The Unscrambler, the PCA and Regression dialogs show a "Weights" button in the X-variables and Y-variables sheets. By default, the weights are set to 1.0 (that is to say: no weighting), and if left such the model will be built on the covariance matrix. Note that this should only be done if the variables were all measured in the same unit and scale.
If you adjust the weights to "1/SDev" the variables will be standardized, and the model will be built on the correlation matrix.
Also note that in The Unscrambler, the data are centered by default, this unless the "Center Data" option was un-checked. Some software packages require a centering operation before running the model.