For those of you who don't like using YALE, now called RapidMiner, I offer you neural nets in Excel. A few years ago I came across a slow, but really cool neural net application written in Excel by a PhD student, Angshuman Saha. I've used this little spreadsheet to make quicky models and see curve relationships. It's easy to use and the instructions are straight forward.
Check out the author's website, he offers a classification spreadsheet and other fun models.