"Where do you get software like that? Walmart?" sorry but lol. No the most popular is Adobe Flash CS3. It's made by Adobe INC. It costs around 700 like the others have said, but there are other illegal ways of obtaining software like that. I wouldn't suggest this though.
And flash isn't the only language you can makes games in. you can use Flash(which uses action script), Java(not Java script...they're different), C++ use DEV C++ its a nice free IDE.
There are also programs with pre-made characters, and landscapes like game maker programs that do the coding for you. I don't feel like looking though so just search Google.
Hope this helps some.
~BI