A statistical computing package is essential for modern statistical data analysis. We highly recommend "R" because it has state of the art tools and it's free, but just about any current commercial statistical package will be adequate for Sleuth use, including S-PLUS, JMP, SAS, SPSS, STATA, and MATLAB (with statistics toolbox).
R
Download the free R package for Windows, Mac OS X, or Linux.
The Statistical Sleuth data sets are included in a Sleuth3 R package prepared by Dan Schafer, Berwin Turlach, and Jeannie Sifneos. You may install from within R with the following command
install.packages("Sleuth3", repos="http://R-Forge.R-project.org")
For a complete list of the data sets and sample R code for the case studies, use library(help="Sleuth3") or Sleuth3Manual() in R, or examine a pdf version of the Sleuth R manual.
R instructions for the case studies from chapters 1-13 based on the Mosaic package have been developed by Nick Horton and students at Smith College. Details are available at Nick's Statistical Sleuth in R web site.