Tapani Raiko has implemented some connection games, namely Hex, Y, and *Star. See the links to Wikipedia articles for rules. You can make a move by using the left mouse button and let the computer make a move by using right mouse button anywhere on the board. The implementations are freeware but not open source.
Download all the games by choosing your OS:
Just unzip and run games in the folder ./connectiongames/.
Known issues: If the program complains about missing sdl.dll, you can find it from SDL site (you only need the runtime libraries). AI might resign in which case the program quits immediately. The same happens if one of the players wins, so it might be unclear what happened. There is clearly a need for better user interface.
Wikipedia articles on Hex, Y, and *Star.
A computer Go program Go169 for Palm.
The book called Connection Games by Cameron Browne.