Well, it really depends.

If you were into running Linux, there's a whole wealth of tools that can be downloaded for free. What specifically are you looking to program in? Others might be able to suggest something for Windows/Mac environments.

just go to www.download.com or www.filebasket.com or some other downloading sites ... and search for free software

Borland has several compilers free for download.
These include the 5.5 version of their C++ compiler (one of the best around!) as well as a number of old versions of their C++, C and Pascal systems.
http://www.borland.com/products/down..._cbuilder.html (choose "compiler").
http://bdn.borland.com/museum/
free registration required for both. Borland doesn't send anything you don't give permission for.

Microsoft has a free version of their C++ compiler for .NET (the very latest version) also available on their website.
Search microsoft.com for VCToolkitSetup.exe

Java can be freely downloaded from http://java.sun.com (for PC, for Mac contact Apple).

Python works on just about everything too, http://www.python.org

Apart from those all you really need is a good editor. I am somewhat partial to VIM (http://www.vim.org) and Eclipse (http://www.eclipse.org).

There's tons more but this should keep you occupied for a few years