I was told you can purchase alcohol without a license in the Free Zone is this correct, anyone?

This is not correct.

On arrival in Dubai it is possible to buy some alcohol duty-free. However, allowances are limited to four litres of alcohol (for example, two litres of spirits and two litres of wine).

The only other way to buy alcohol for personal consumption at home is with a liquor licence. Once in possession of a licence go in person to an outlet such as MMI or African & Eastern

A liquor licence allows a person to purchase and transport alcohol within Dubai. It does not cover purchase and transport in, from, or through any other Emirate. This is especially important to note in the Emirate of Sharjah, where liquor laws are more strict than in Dubai.

Non-Muslim visitors are permitted to drink under the alcohol licence of the hotel they are staying at and do not require a personal liquor licence. However, obtain confirmation from the hotel or Dubai Police.