Does anyone know what the name of the font is used in the 1994-2004 Sears logo? (Because all I know is that it's a different version of Dilemma.)

Helvetica  Suggested by donshottype 

Another DIY project. Start with Helvetica Black Oblique, Swiss 721 Black Italic, or Nimbus Sans Black Italic and tweak the outlines by extending the center stroke of _E_ to almost line up with the top and bottom strokes. Add the inline effect.
The outlines are close but not 100%
Consider the _S_ extracted from an eps for Sears Auto Center and reformatted to ps outlines with nodes at extremes ind intermediate nodes deleted:

As for Dilemma, Harold Lohner says that it was inspired by the evolving logo of Sears http://haroldsfonts.com/portfolio/dilemma/

Thanks. Also, can anyone try to recreate the 1994-2004 Sears font (including the lowercase letters used in the 2004-2010 logo), and make the font a .ttf file?

What is that program that the image shows?

It actually may be FontLab Studio.

It is.