Chess.com? :)
Is the any interactive chess teaching program?
Well, Chess Mentor is a great option available to premium chess.com members, but if it must be free I'm stuck.

You could try Lucas Chess. It has a training mode where you try to guess the next move of a grandmaster by playing along with a game. It's free. I don't remember where I downloaded it from, but I'm sure a little research would reveal that. You might try a "search forums" for others opinions on it. I'm sure I first read about it here.

I really don't think there's a free chess program that's nearly as good as Chessmaster from an interactive or tutorial perspective. Lucas Chess might be OK, but it pales in comparison to Chessmaster's teaching features. If you're having a hard time finding Chessmaster Grandmaster edition, you might try looking for Chessmaster 10th edition, which is almost as good and probably cheaper.
Well i have heard about chessmaster:grandmaster, but i was looking for a FREE program?? Is there any type of program available which is free and teaches as we play??.. For an intermediate player!!..