OK, I admit it's a wierd title, since the addins are free anyway, but you do have to have SQL Server 2005 and Office 2007 to use them. However, you can now get all the parts necessary for a free trail download and for the icing on the cake, download the always-free Data Minig addins!
First, you need to download the 180 day trial SQL Server 2005 Evaluation Edition and install SQL Server 2005 Analysis Services (you can install all the rest as well, but the other parts aren't needed for teh addins)
Next, upgrade the eval edition to SQL Server 2005 SP2 December Community Technical Preview (CTP 3) Technically, this isn't 100% necessary, but since you're busy downloading everything anyway, you might as well. If you have installed previous CTP's of SP2, this step is necessary.
Now download and install the 60 day trials for Office 2007 Professional and Visio 2007 from the Office Online site. You're going to want to make sure you install the .NET programmability pieces, which are installed by default if you already have .NET (hint - install .NET 2.0 first...)
Finally, you can download and install the Data Mining Addins CTP! By default just the Table Analytic Tools for Excel are installed - I recommend (of course) installing the Data Mining Client for Excel and the Data Mining Template for Visio as well - just select the options during install.
After you've gotten all this working - please provide feedback at http://connect.microsoft.com/ - we still have a few weeks before we cut the final version so your feedback will definately help! Even if there are ideas that can't get into this version, there's always v2!
Happy Holidays and thanks from me and the SQL Server DM team!