Here's a few applet libraries, both for mathematics and statistics:

• Rice Virtual Lab in Statistics - Statistical applets for demonstrations
 
• Interactivate - This library has quite a few applets for all age ranges, with some suggested activities as well.
 
• Saint Louis University - Math Applets At SLU - Below Calculus
 
• Larry Green's Applet Page - Basic Math included
 
• The Interactive Library - Hundreds of Mathmatics Applets