The description says that this is part of a collection. I only saw the scatterplot/correlation coefficient simulation, but I thought it was excellent, and I plan to use it in my simple linear regression lecture next semester. There is also a link to the "mirror site" which is an article about many other applets by the same author that look very interesting. I hope they're on MERLOT somewhere.
Very quick and easy to use. Ideal for a lecture example when introducing correlation and scatterplots.