Yes, it's a real program. It's official name is the Diversity Immigrant Visa.
However, be VERY careful if you choose to pursue this. Like many other government programs, there are people trying to take advantage of it. Many websites will try to get money out of you by offering a better chance at being accepted. These are completely fraudulent. It is a lottery and there are no ways to increase your chance. Don't get fooled by websites like this. I would try to get all your information from a website that ends in .gov or is referred to specifically by an official US government website.
However, I believe the deadline for the 2009 lottery has already passed.
If you would like to view more information try this website:
If you have any further questions or concerns on this program, be sure to ask.