If you just want to visit the building, then you can just walk in. There is a massive shopping center on the ground floor. You can go to the top as well, but you need to pay for that.
Sacha I think you may have confused Burj Khalifa with Burj Al Arab. The hotel does not have a shopping center on the ground floor :) Burj Al Arab is the hotel that looks like a ships sail, Burj Khalifa is the tallest building in the world.