You can go to the following websites which has whole bunch of FREE programs, tutorials, and other information for game programming:
http://www.instantfundas.com/2007/10/game-maker-create-your-own-games.html
http://www.ambrosine.com/resource.html
Books for Game Maker program (Not free):
http://www.amazon.com/Getting-Started-Game-Maker-Jerry/dp/1598638823/ref=sr_1_2?ie=UTF8&s=books&qid=1250760444&sr=1-2
http://www.amazon.com/Game-Makers-Apprentice-Development-Technology/dp/1590596153/ref=cm_cr_pr_product_top
You can also get Video Game Tycoon for about $29. Yes this is NOT free but if you read the customer reviews for this product it is a good program that let beginners create their own video games:
http://www.amazon.com/Video-Game-Tycoon-Create-Games-Pc/dp/B000KJW71Q/ref=sr_1_1?ie=UTF8&s=videogames&qid=1250426348&sr=1-1
You can also go to an online book store like www.amazon.com which would probably have a whole bunch of good books and programs for game programming:
http://www.amazon.com/Beginning-Flash-Game-Programming-Dummies/dp/0764589628#
http://www.amazon.com/Game-Programming-Teens-Maneesh-Sethi/dp/1598635182/ref=sr_1_17?ie=UTF8&s=books&qid=1250425837&sr=1-17
http://www.amazon.com/Game-Programming-Teens-Maneesh-Sethi/dp/1598638432/ref=sr_1_2?ie=UTF8&s=books&qid=1250443014&sr=1-2
http://www.amazon.com/Enteractive-DarkBASIC-3D-Games-Creator/dp/B00005V57T/ref=sr_1_2?ie=UTF8&s=software&qid=1250845081&sr=1-2
http://www.amazon.com/ENTERACTIVE-FPS-Creator-Windows/dp/B000BTAC30/ref=sr_1_6?ie=UTF8&s=software&qid=1250845311&sr=1-6
Sometimes it would be better to get a good book for game programming because it would probably show step by step on how to produce a good video game and it usually would include a CD which includes programs, code, instructions, and etc. which would help you to learn game programming and create your own video games.