I recently came across an article on-line which included the claim that data mining was "hugely expensive". I disagree. Given reasonably capable desktop hardware, and a qualified data miner (who is the most expensive component of data mining cost!), a variety of capable data mining software packages are available for free or relatively little (meaning < US$100). I cannot vouch that any one of these tools is a good fit for your specific application, but they are certainly worth a look:
SNNS (Stuttgart Neural Network Simulator)
YALE (Yet Another Learning Environment)
There are some commercial tools which sell for less than US$250, such as:
Of course, there is always the "roll-your-own" approach, in which the data miner constructs or gathers his or her own tools. The internet houses a wealth of source code in a variety of languages. Aside from searching on general-purpose Internet search engines for things like:
"quadratic discriminant" "source code"
...there are also source code repositories, such as: