Is there a free way to HDR a picture or do I have to pay for a program to do that? That seems like the easiest way right now.
How do to edit images now? Any image editor can make an HDR. HDR is not magic. It is just a simple mask and composite. Yes there are now totally automated HDR software, (hence the current flood of people doing HDR) But all you need to do is take two exposure and composite them together using something like Photoshop Elements, CS3 or Gimp. (Gimp is free)
Put you may not need to do this. Most camera will have a blinking light or red on the LCD screen where the highlights are blown. Shoot a few test shots and use the greatest exposure you can that does not blow out highlights in clouds. If you lleave just a spec of blown highlights then you've "split the difference" as best as is possible for your camera and that scene.
Thinking like a traditional black and white film photographer, what you are aiming to do is place the lighter parts of the clouds on the whitest shade that is not "paper white". With digital, because of it's very narrow dynamic range compared to film it you do this you will block out some shadow areas. You can either accept this or take another exposure and make a composite later using Photoshop.
The other faster, simply option is to buy a neutral density gradient filter. The best ones are rectangular and you can move them up and down to place the line where needed. It is always best if you can get it right inside the camera. If you are lucky and the sun angle is right, then a polierizing filter can help. See if using one will darken the sky for you butit depends on the light angle, it will not work on sunsets.
The other option is to buy a film body and use that for your landscape work. You can find good ones for about $100 now.