This site presents an essay on probability and gambling:

http://www.pbs.org/wgbh/pages/frontline/shows/gamble/odds/

You might wish to test the definition of mathematical expectation by actually tossing a coin or rolling one or two dice. These links (from Section 11.1) will simulate many repetitions of those experiments.

Tossing a coin:

http://www.shodor.org/interactivate/activities/Coin/

Rolling a die or a pair of dice:

http://www.roll-dice-online.com/