http://www.stat.sc.edu/~west/javahtml/Regression.html

http://www.stat.sc.edu/~west/javahtml/ConfidenceInterval.html

A very sophisticated statistical software called R is freely available at

http://lib.stat.cmu.edu/R/CRAN/ has complete and latest R archive

The site has FAQs (frequently asekd questions) giving full details about downloading for WIndows.

http://www.math.montana.edu/Rweb/

http://www.math.montana.edu/Rweb/Rnotes/R.html is a bit older

http://www.math.montana.edu/jeff-bin/Rweb1.03/buildModules.cgi

has a nice regression package

choose cars data

regress mpg on hp and weight

see the package do the whole thing