I want to learn statistics and data mining
jmount: Unfortunately my favorites are a bit on the mathy side, so you may want wait for other commenters with better advice.  But, there are two books I really feel should not be missed.  For statistics: "Statistics, Third Edition" David Freedman, Robert Pisani, Roger Purves.  For machine learning: "The Elements of Statistical Learning" Trevor Hastie, Robert Tibshirani and Jerome Friedman.