Netlib Scientific Computing Archive

Mathtools.net Math Software

WinSCP Windows Secure FTP (SFTP) client

cygwinLinux/Unix for Windows

GSL GNU Scientific Library

Linux Documentation

LyX Math Word Processor based on LaTeX

Octave Matlab like package, except free

Octave Repository

Open Watcom Free Windows C compiler

OpenOffice Free office suite 

NIST/SEMATECH e-Handbook of Statistical Methods