Why does WordPress Themes cost money when they say they are free?

I googeled and found some great WordPress themes.All tent to say they are "FREE!" but when i try to upload the css, it says that i must download something to save it.Why the heck is it so?If they say they are free…That most make it a fraud,huh?
And don’t tell me that i must use the built in 32 WordPress themes,as i hate them.