Quoting verbatim from this Yahoo! Voice post:
"The best textbook by far for actuarial students preparing to take Exam P/1 is Marcel B. Finan's A Probability Course for the Actuaries, which you can download for free in pdf format. It starts with the very basics of set theory and probability and gradually works its way toward the most advanced concepts to be tested. Every section focuses on a different key idea and builds on the previous topics; there are also instructive detailed proofs, examples, and practice problems to guide you along the way."
Hope this helps!