Look there (official Apple documentation) :
http://developer.apple.com/iphone/l...s.html#//apple_ref/doc/uid/TP40007959-CH4-SW2
some peaces of the page :
...Important: If you are not a member of the iPhone Developer Program, you do not have access to the Program Portal.
...A certificate signing request (CSR) contains personal information used to generate your development certificate. You submit this request to the iPhone Developer Program Portal.
The Program Portal is visible only to members of the iPhone Developer Program.
...When you build your iPhone application with Xcode, it looks for your development certificate in your keychain; if it finds the certificate, Xcode signs your application, otherwise, it reports a build error.
If I sum it up, until you fork out $99/year you can't even try it on your own device. Is this enough proof for you ?