As I live in the UK and pirate stations are illegal here, obviously I can’t tell you directly how to break the law. However, assuming you live in a place where such things are legal (Antarctica, dark side of the Moon or similar) then read on;-
Well, if you want to do it free, I suggest you find somebody who is really good at building them and perform oral sex on them as an incentive to build you one.
Actually, they might settle for more or less than oral sex, roving technical genii tend to be rather unpredictable at making deals.
Alternatively, you could take a look at a little iPoD FM broadcaster and ask some questions about how you boost power on the little bleeders (they only broadcast about 10 feet typically, which is why people get away with such illegal devices).
Then ask some questions about setting up multiple antennae so that it’s impossible to directly pinpoint one source of transmission…