Since we announced SharePoint Designer is now free, customers have had various questions or theories about the change. You can read more on Office Online about why SharePoint Designer 2007 is now free.
Tom Rizzo, Senior Director of Product Management for the SharePoint team, posted some color commentary on the decision to make SharePoint Designer 2007 a free download. Additionally, he discusses the decision to make SharePoint Designer 2007 a free download in the following video.
Microsoft Office SharePoint Designer home page (including link for download)
SharePoint Designer 2007 Visual How Tos (walkthroughs of how to perform various tasks with videos demonstrating the feature)
SharePoint Designer Standalone Training (install a program on your desktop that includes a number of videos to help you learn SPD)