Illusions are thought to be things we think that aren't true. For example, I had the illusion to find all answers on this site. But I don't find them all. For example, when I approached the house, it turned out to be an illusion (the house, not the approach).
When it comes to free will though the situation is more complicated. Some people say that free will is just an illusion. Especially people like Dawkins. They think that our free will is not free at all and all our actions and thoughts are determined by the law that determines them: do and think according to the law to reproduce your genes and memes. So according to our friend I'm just typing this question to let my thoughts, my memes, about this subject survive. Likewise, his views on evolution, genes, and memes are dictated by this law. He just writes his ideas to let them survive. It's questionable if views about memes can be considered memes themselves though. Maybe they are transcendental memes or something like that. Anyhow, he projects his views about evolution, genes, and memes upon the real world of evolution, genes, and memes. So it depends on his view if the things he describes are subject to the law he's proposing.
There are brain scientists who think our thinking is determined by unconscious brain processes, of which this article is an example. The same reasoning applies: the thing they are describing, the brain and free will, depends on the views they project on these.
But what if people feel that their thoughts and actions are free? Why do these people say that the free will is not free at all? Why is it an illusion if the people themselves don't experience it as an illusion at all? What if the thoughts that lead to the denial of free will and making it just an illusion are not an illusion themselves?
Does it even matter for the value of free will if it is an illusion or not? If we are in fact controlled by selfish mechanisms (not my idea, but Dawkins') or materialistic laws (which is my idea, but I considered them necessary to be able to think or act in the first place)? All that matters if people can act how they seem it's right and think how they feel it's right (regardless of a supposed law laying behind them). They can always deny these laws (as I do). Most of the time people are limited in their actions and thoughts, not by the supposed laws behind but by men-made laws that prohibit them to think or do certain things.
So, if free will is an illusion, doesn't that mean it exists? Does it mean it doesn't truly exist? But if so, then what's the difference? That we're not truly free, while we do feel free?