I don’t really know much about video editing and special effects but I do know most people use programs like Adobe Premiere, After Effects and Particle Illusion.. I don’t think they are free but im sure if you look hard enough you could probably find a torrent for each since they are the most popular of the lot.
Getting your hands on them I would consider the easy part, actually using them is the hard part... but if you decide to try then check out Youtube, there’s 100's of quick tuts for using these programs.
EDIT***
I went to Youtube and just did a random search for you, turns out cloning yourself like you asked can be done with Windows Movie Maker.. Heres one of the vids, there are tons on Youtube
http://www.youtube.com/watch?v=DTiYj2d7iB0