I would NOT recommend probability, random variables and stocahastic processes by Papoulis, which amihomo suggested. Papoulis may have a lot of clout and history, but his book is a poor learning source.
I used Probability and random processes for electrical and computer engineers by John A. Gubner instead of the Papoulis book. I would recommend going to a university library and flipping through the probability books and seeing which fits your needs the best.