Well, the MS Office suite is not free. You either got Word from Office or from MS Works Suite, neither of which is free. So, if you want Word, you need a CD for Office or Works Suite; that's all there is to it.
Now, if you want to consider some freeware options, you could try OpenOffice; it's a full office suite (word processor, spreadsheet, database, etc.). For just a word processor, one that doesn't have all the features you find in Word, I'll suggest
AbiWord; it will read Word documents.