All software is distributed under the GNU Library GPL version 2.
BNT contains some of the Netlab library, which is also distribtuted under the GNU Library GPL.
My HMM, Kalman filter and graph theory toolboxes are now included in BNT, and are no longer available separately. (This is because it was too difficult to keep the different versions consistent.) Just download BNT and look in the directories called BNT/HMM, BNT/Kalman, and BNT/graph.
Before you download BNT, you are strongly encouraged to join the BNT discussion group, where you will be able to receive tech support by email not just from me, but from 1000s of other users. Click to subscribe to BayesNetToolbox discussion group.