"these devices, seem to be quite expensive"

Yes, I'm afraid that's the way it is:

You either
1. pay a lot (thousands of dollars) up-front to buy-in or develop your own software, giving negligible additional cost per unit, or
2. buy the chips, which have a much lower up-front cost, but load the price onto each unit shipped.

It all depends on your expected volume as to which is the most economic overall.

Even if you did manage to find a free IrDA stack - and I'd love to know if you do! - don't underestimate the work involved (ie, cost) in porting it to your target, integrating with the rest of your system, testing, validation, etc, etc...

Try a 'Search' for "IrDA" on this forum (and Keil's) - it's come aup a few times before