Memc,
I didn't use any online program for math either when my son was at that age. He's 7 now and seems to like computer instruction now, so I've been trawling the internet. Some of the fun and free stuff that have different grade levels:
1.
www.funbrain.com. Seems like a lot of lead-on ads for games that require paying. But the math arcade is really fun.
2.
http://www.bbc.co.uk/schools/ks1bitesize/ - this one, my son absolutely loves! Has math, science, literacy. I've given you the Keystage 1 site which is possibly the earliest level. You can search around for Keystage 2 and so forth.
Have fun!