Stegnography.....

Well I would first direct you to free versions of software that are out there just to get used to what steganography actually does. Many of the best Steganography tools themselves both hide and find these messages. some free tools that you can perform stego with are
S-Tools
http//www.spychecker.com/program/stools.html
JPHide and Seek
http//www.jjtc.com/Steganography/tools.html
MP3Stego
http//www.petitcolas.net/fabien/steganography/mp3stego/

All of these tools will help teach you how the programs are used and what actually occurs during the process of stego.

as far as cheap free analysis, well I don't really have a good answer for you. the best software I've used (which you can get a free trial of) is stegalyzerAS. its a fantastic program that will analyze pictures and inform you of what the supposed encryption method is making it easier to get in.

Try these out and hope it goes well

Steghide and stegdetect are two other tools which are rather easy to work with and can provide a beginner with some experience in steganography. If you are looking for something which can also help you learn the theory behind steganography, try to find a copy of Eric Cole's book "Hiding in Plain Sight Steganography and the Art of Covert Communication" http//www.amazon.com/Hiding-Plain-Sight-Steganography-Communication/dp/0471444499/ref=sr_1_2?ie=UTF8&s=books&qid=1276731167&sr=8-2

This book helped me out a lot when I first started learning how stego worked and how to use it, it also comes with several open source or trial stego tools on a CD for you to work with.