Macbook Pro with Windows 7

I have a Mac and i want to run windows 7 on a different partition. How do i install it without purchasing the hard copy of Windows 7. in other words, how do I directly installed it from the Internet. It cost more to buy the hard copy then to download it. Any ideas? I think I will have to restart my Mac and install the CD for the operating system. However I don't want to buy the CD. Has anyone done this before?