It used to be that you could download it free from McAfee because that was a requirement of the license, but it looks like they now want $40 for their "special" version.
Here's a link to the free version:
[url]web.mit.edu/network/pgp.html[/url]
It's easy to use and offers both privacy and authentication. It's based on the so-called "public key cryptography", which is a system where you publish a key called the "public key" for the world to see, people encrypt data they want to send you using the public key, but only you can decypher it with your private key, which is known only to you. It's probably the greatest system there is because the guy at the other end doesn't need to know your private key to send you encoded messages. Everyone sees the public key, but once encrypted, the data can only be decrypted with the secondary key, which is known only to you.
Take a look at the MIT link above. They have everything you need to get started.