Density Estimation by Exponential Episplines This R package (.tar.gz) implements the Exponential Epispline density estimation scheme of Royset and Wets. Version 0.0.1 -- very much a beta.
Smarter Regression in Excel This free Excel add-in supports linear and logistic regression, with categorical predictors and interactions. Version 3.0 beta.
Excel DLL This is a set of files designed to help you create DLL's from cygin/mingw to be called by Excel. Try it out!
Lpsolve This page describes my efforts to link the freeware "lp_solve," which solves linear and mixed integer linear programs, to Excel. Version 5.7 of the add-in calls lpSolve version 5.5.