This work describes the development and operation of a capillary based High Harmonic Generation (HHG) system. Using this system a coherent beam of soft x-rays is generated, studied and applied. A series of experiments was then undertaken in order to deepen our knowledge of the HHG process and to optimise the performance of the source. Notable contributions made to the field are: A novel laser mode quality measuring device. (Laser mode quality strongly affects the efficiency of the capillary launch). A study of the spectral output of the system as a function of gas pressure, laser power, and laser spectral phase. An analysis technique for recovering spatially-resolved spectral information about a beam by studying the Fresnel diffraction pattern produced at an array of apertures. A study of pulse compression using cascaded quadratic nonlinearity for spectral broadening.