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/Rnotes/R.html is a bit older
has a nice regression package
choose cars data
regress mpg on hp and weight
see the package do the whole thing