Khanacademy is a god send for any maths theory you might struggle with. Make sure you can remember how to differentiate, integrate, (including stuff like logarithmic functions), matrices may be useful (but depends on your particular degree), as may vectors (against dependent on the level of econometrics - some undergrad degrees wouldn't include it, some would, I'd expect a MSc would). Reasonably complex algebra would be useful, and top up on your greek alphabet (if you don't know them - you'll be using those symbols quite a bit!) Apart from that general statistical methods (particularly normal and t distributions and hypothesis testing). I suspect a lot of this might be foundations for your econometrics stuff.
Financial economics wise, I'd make sure you at least know vaguely about CAPM, and options (put and call). Other stuff to look at would be: the financial institutes and markets (s&p500 etc...), probability distributions, standard deviation, variance, co variance (and understand how these link into volatility) , different types of risk (and how you might go about diversifying it - or which you can), betas of stocks, binomial option pricing and black scholes. For something more fun and lighthearted, maybe look at stuff like the Monday effect and the momentum effect. (For reference I covered all of this in a single undergrad module)
As for finding sources of the knowledge, most of mine came from lecture notes or a variety of articles (normally from JSTOR - which is a pain to access without uni access)
(p.s. SAP is horrible, and SPSS will become the bane of your statistical life)
Good luck
kd
