If you are a US citizen, depending on your financial situation you might be eligible for Medicaid which may pay for the machine and any other necessary medical care and treatments.

Try Craigslist or other local markets and see if you can pick up a suitable machine (it has to be a model that will provide you with the correct therapy for your particular needs. Those needs are spelled out in the polysomnography report, a copy of which you should have). You could try the importers/manufacturers as a hardship case. Sometimes they provide refurbished machines at very low cost.
Failing that, avoid sleeping on your back, and I strongly....STRONGLY...urge you to purchase a soft foam cervical collar and to use it, even though it will be annoying, maybe even feel hot around your neck. You need to avoid chin-tucking while you sleep, especially if you end up on your back most of the night. That, and lose weight if you need to, and take a mild decongestant at bedtime if you have some stuffiness at times.
Note that this is what I would do, and what I have urged others in your circumstances to do. I am NOT a sleep specialist, not even a nurse or a doctor. If you need some encouragement or more information, check with your doctor, but also consider joining us at apneaboard.com forum. You can learn a lot at that site....tons!!

I'm so sorry! I have had sleep troubles also and now have a Cpap paid for by Medicare. It helps when it is working well but is a pain to adjust to and sometimes doesn't work well. If you had sleep studies done somewhere were they paid for somehow?