xxswatelitexx informed me once that Adobe Photoshop CS2 was made free because they took down their licensing servers. Photoshop is a very nice software. Here's one link you could use, though I'm sure you could google for others. http://www.techspot.com/downloads/3689-adobe-photoshop-cs2.html As severed lists, Gimp is also a good product. It's entirely free, so it's a wonderful alternative to Photoshop. I've never actually used Paint.Net myself, but it looks pretty good, too. I doubt you can go wrong with any of them. You can also just Google for some spriting specific software, there are many... but I've never had luck with any of the free ones. None of them did everything I needed them to do, personally.
Between Gimp and Paint.NET for working with sprites, or just for simple things, I prefer Paint.NET. Gimp has a lot of power, but I don't find it as easy to use. For example, (I hope I'm wrong) to draw a simple circle in Gimp, you have to create a path and then select a brush to draw on that path. In Paint.NET, there is just a draw an ellipse tool. That simplicity makes using and learning the interface easy enough. It can also select the best bit depth for your images when you save to reduce file size. If I was going to go into gif animations or photo editing, then I'd look and use Gimp.
If you want to download photoshop from the official source - you can get it here https://helpx.adobe.com/creative-suite/kb/cs2-product-downloads.html You get the key after registering for Free Adobe account.