Below are several Web sites that have interactive tutorials and applets to help in various aspects of probability covered in class.
Rensselaer Continuous Random Variables - Good general information about uniform, normal, and exponential distributions. Contains several applets involving PDFs and CDFs.
Rensselaer Conditional Probability - Overview of conditional probability and Bayes' Theorem, but some of the applets do not always work.
NSF Probability by Surprise - National Science Foundation site that has some nice applets, but lacking in theory and explanation. Good to check out, but not as a starting point.