The ASDM is not technically free, you do need to have a Cisco account which includes your purchase of the ASA. From cisco, the ASDM is loaded with the ASA, then when you setup your ASA, you access the internal web server that will allow you to download the ASA to run locally from your Admin workstation.
The CCP I don't remember if that one is free or not. But I do believe it's free. The difference here is that the CCP was for Cisco IOS based devices. Remember that the ASA is really based from the PIX firewall systems and though they're close to the Cisco IOS they are not exactly the same and will not be managed through the CCP but only through the ASDM. I'm sure someone will chime on this second point. I just don't remember right off the top of my head.
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