I'm not sure what courses they had in mind, but Victor Shoup (one of the authors of the OP) has a book on number theory and algebra that goes over probability. That would probably be most useful if your goal is to study the applied crypto book.
The prerequisites are (self-reported) minimum, just calculus and mathematical maturity should be sufficient. I would check it out (it's free) and see if it's at an appropriate level.
Unfortunately I've yet to come across an introductory text or course on probability that is actually good :-(
