Game Maker 7.0
Game Maker 7.0 is the most recent version of Game Maker. Game Maker is a programming language that allows you to make simple games. Game Maker is available in two versions (Lite and Pro) through YoYo Games. I have the Lite version, and find it good enough for my purposes. If you would like other features, such as translucent images, you will have to upgrade to the Pro edition for $20. Game Maker 7.0 also lets you make executable files (this means you don't have to have Game Maker to play).
Downloading Instructions
Game Maker 7.0 is able to be downloaded from YoYo Games. You will have to login to YoYo Games before downloading.
Tutorial
Game Maker tutorials can also be found at YoYo Games. I suggest that you work through some of the tutorials for best results.