Another possibility (which may have been mentioned) for us non-Luddites out here is yWriter. I actually use it to write and transfer the files to Word once I go to the editing stage in order to have access to Change Tracker.
yWriter is free and has many of the functions of the others mentioned. I like that you write in scenes which happens to be how I write. I often write scenes out of order and the ability to switch scenes from one chapter or to re-order chapters easily was what made me end up switching to it.
*goes back into hiding from the scary sharp objects*