Note that for Windows, you probably want the Mingw version at this site:
http://www.octave.org/wiki/index.php?title=Octave_for_WindowsDownload both the current version of octave, and the packages for it.
Follow the instructions and install both if you can.
Then, in addition, a text editor for programming is very helpful. On windows, you can use Notepad++, available at:
http://notepad-plus-plus.org/download/v6.1.2.htmlFor the Mac I don't have specific recommendations for a text editor.
I personally use emacs, which is a very powerful, extremely unfriendly choice, but for those of you who like to not only type but hit a keystroke and do calculus in your text editor, I recommend it highly:
http://www.gnu.org/software/emacs/If you have any data sets from work in class that you would like to be able to graph, by all means bring them. The ideal formats are as text files or as .csv files, but if you have Excel, you can always save the files as .csv
Looking forward to seeing you at the session!
Dov Kruger