Turanil,
Don't give up hope!
This has been discussed here before:
http://www.enworld.org/forums/showthread.php?t=40097&page=1&pp=20
here is one list of HPL's public domain work:
http://acadine.org/index.php/H.P._Lovecraft
The say the Cthulhu series of stories are still copyrighted (a lot of earlier work is public domain), but there are a lot of indications that the stuff in the stories is public domain, like this quote from 
here
E8:  What was removed from Deities & Demigods?
A:  The first printing of Deities & Demigods included the mythoi of  Cthulhu and Melnibone. The ideas behind the Cthulhu mythos were in the  public domain at that time, but copyright on the Cthulhu books in print  was owned by Arkham House, who had licensed Chaosium to create a Cthulhu  RPG based on those books.  TSR thought the public domain status allowed
    them to create game representations of whatever Cthulhu creatures they  desired, and so that mythos was added to Deities & Demigods.  TSR then  contacted Michael Moorcock, who gave permission for TSR to include the  Melnibonean mythos in Deities & Demigods.  However, again, Chaosium had  already arranged for a license to create an Elric RPG.  Chaosium became  upset that TSR was apparently violating Chaosium's licenses, and the print run of Deities & Demigods was halted while the two companies sat  down to talk.  Eventually, they agreed that TSR could continue printing  the books with the two mythoi as is, on the condition that a note be  added to the preface:  "Special thanks are given to Chaosium, Inc. for  permission to use the material found in the Cthulhu Mythos and the
    Melnibonean Mythos."  The printing plates were changed, and the first  printing continued.
      When the time for a second printing came, the Blume brothers decided  that a TSR book should not contain such a prominent reference to one  of their competitors.  They decided to remove the two mythoi, and thus  the need for the note.  (Apparently, Gary Gygax offered to write up  two new mythoi to fill the space, but the Blumes decided they could make  more money charging the same price for a book with fewer pages.) Later,  the book--still without the two mythoi and the note--was republished   under the name "Legends & Lore."
      
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Appropriately, there is a lot of confusion and un-clarity when it comes to the status of the Cthulhu and others part of that mythos...but with a little digging, I am sure you will get closer to the truth (and then you will be beyond hope)