It costs about 3000$ or something. I forgot. Unless you get it illegally.
The other free programs are GMax, Oinkerwinkle's MDL tools, Blender, and Magos' Model Editor. The 1st and 3rd are more official, while the 2nd and 4th are more specifically for wc3.
If you have a small amount of money, you can buy Milkshape because it is very easy to use and it only costs about 20$.