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What book do you recommend for self-study of probability theory?

I have a rather significant gap in that area (in lame terms sometimes I feel I don't get it) and need to try (strugle more likely) to rectify this.

What would you recommend for someone like me, who has problem/gap in this area, would be a self-study and would not be a "heavy/scary" book or tutorial?

I assume there are such books available?

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    I would recommend Pitmans "Probability".2012-02-11
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    I suggest you get a quick read on "Counting Techniques" and "Set Theory Basics" topics in a Finite Math (for business) type of book before you study probability. It would help a lot.2012-02-11
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    @EmmadKareem:Why these topics?Are they prerequisite?In what way?Would it be possible to elaborate on this in an answer perhaps?2012-02-11

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