Library

Trading for a Living : Psychology, Trading Tactics, Money Management, Dr. Alexander Elder A great introduction for traders.
Study Guide for Trading for a Living : Psychology, Trading Tactics, Money Management, Dr. Alexander Elder Study guide for Trading for a Living.
The Compleat Day Trader : Trading Systems, Strategies, Timing Indicators, and Analytical Methods, Jake Bernstein Another good, though more advanced, intro to trading.
Technical Analysis from A to Z : Covers Every Trading Tool...from the Absolute Breadth Index to the Zig Zag, Steven B. Achelis Good reference for TA basics.
The Way of the Warrior-Trader : The Financial Risk-Taker's Guide to Samurai Courage, Confidence and Discipline, Richard D. McCall Great book to get you in the right mindset to be a successful trader. Also applies to most other combat-like situations in life.
Surfing the Himalayas : A Spiritual Adventure, Frederick Lenz Not directly about trading, but a good entertaining spiritual read. This dude is a nutty cult leader... but still...
Shootout on Wall Street : The $4000 to $1000000 Formula in Less Than a Year, Gerald A. Cannon"> Explains cut-throat way to make it big off of trading news.