ScriptTeX is a free macro package for TeX to format screenplays and other scripts. Version 1.04 is available here, direct from the author. Package includes documentation, macros, and Don Hosek's cmpica font.
Version 1.03 is widely available on TeX archives, but many of those have been mildly corrupted, and they don't include the cmpica font. I'm told the good folks at CTAN are updating their copy to 1.04.
Download it now.
You will need PKZIP or WinZIP to unzip the files. Documentation is included both as a LaTeX source file as well as a .DVI file. If you want to use Don Hosek's cmpica font (recommended), you'll need to run Metafont on the .MF files. You can copy the .TEX macro files to your system's contributions directory, or just use them locally.