Thank you very much indeed for your answer. I'll follow your advice and look right into the first lectures.

I'm already using (amongst others) Khan Academy to refresh up my calculus background. One of Khan Academy's distinctive feature is the short length of the videos. The subjects are divided into very small videos of mostly between 5-15 minutes. So it's easy to get oneself to learn even if one is not in the mood or doesn't have the time to learn an entire hour and longer.

Especially for Calculus and Linear Algebra I also highly recommend

Patrick JMT. Though these Videos can unfortunatley only be watched online and not be downloaded.

What I'm still looking for is an entry level probability and statistics course that emphasizes strongly on those subjects which are particularly important for machine learning and data mining. So far I got the impressions that these particular elements of probability and statistics (as far as I can identify them) are quite scattered between different courses or series of consecutive courses which are bases on each other, so that it'd be very time consuming to use them for preparation.

Should I find such a course I promise to post it here.