What are some software to create animated videos?
The animation that you refer to was probably made with Adobe After Effects. You can animate this kind of thing for 'free', if you don't value your time, using PhotoShop CS2 (free from Adobe) and the Quicktime player which will import image sequences and save them as movies. 

But your hope for free software misses the point that the costly parts of animation are time and skill. More expensive tools frequently have built-in time savers. After Effects is certainly one of those. It won't save you, however, from having to get skill.