Yes, there are free ones, but no, they aren't capable of downloading purely on a dialup computer.
I'd recommend the Visual Studio Express Edition series of downloads (you have to download them separately) if you want a visual programming language. At 500 MB a piece (downloading the "for CD (ISO) version", not the installer), they aren't fun to download on Dialup (in fact, my ISP wouldn't let me, as it would kick me off after 4 hours, and each time I restarted the download, it would restart from the beginning). However, if you could get someone else to download it for you (or go somewhere with free broadband access, if you've a laptop or they provide a desktop), they are a very good set.
You get VB.NET 2005 EE, C# 2005 EE, J# 2005 EE, MySQL 2005 EE, and VC++ 2005 EE, and each are a very good language to learn. If you're new to programming, I'd recommend going with VB.NET first, and finding some tutorials (or buy a book or two, a much better option) first.
I'm sure that if you asked around, someone would be willing to burn you a CD of each of them (or a DVD containing all of them, if you've a DVD drive on your computer) and mail them to you (most likely if you lived close enough. CDs are relatively expensive to mail).
Unfortunately, I've moved on to VS 2003/2005 Professional editions (I got them free from my school), and deleted VS 2005 EE and its parts from my computer.
Other than that, you have the Mono project, QT, and SharpDevelop (I think runs off Mono), but these are all very large downloads (several hundred megabytes). Again, if you wanted, you could ask around for someone to burn you a copy.
Hopefully broadband will reach your little nook of the world (and mine, although I'd probably reject it just so I could keep my nickname of "Dialup" and not feel bad).