What is Probability?
This site provides information on the nature of probability and some of the terminology associated with probability.
http://mathforum.org/dr.math/faq/faq.prob.intro.html

Coin Flipping Simulation
This is an interesting interactive site that simulates flipping a coin repeatedly.
http://shazam.econ.ubc.ca/flip

Venn Diagrams and Probability
This is a very interesting interactive site which can help you explore the relationship between probabilities of unions and intersections.
http://www.stat.berkeley.edu/pub/users/stark/Java/Venn.htm