Co-Author of the PRT - Pattern Recognition Toolbox for MATLAB. A free, permissively licensed toolbox for pattern recognition and machine learning for MATLAB. Completely free for commercial and academic use:

http://www.mathworks.com/matlabcentral/linkexchange/links/2947-pattern-recognition-toolbox

How easy is it to use?

% 3-Fold Cross-Validation on a simple data set:
dataSet = prtDataGenUnimodal;
class = prtClassFld;
yOut = class.kfolds(dataSet,3); 
prtScoreRoc(yOut);

Also, check out our little blog, which shows some examples of using the PRT:

http://www.newfolderconsulting.com/blog