As a computer engineer coming to data analysis myself, a really readable book that covers things from a pretty unintimidating & readable perspective (at the cost of not covering as much as any of the other books suggested here) was Programming Collective Intelligence by Toby Segaran. I found it a lot more approachable than, for example, Bishop's book, which a great reference but goes into more depth that you probably want at a first pass. On amazon: http://www.amazon.com/Programming-Collective-Intelligence-Building-Applications/dp/0596529325