Wedgiesmum - have been mulling this over all day, so this may be rather long:
What sort of problems are there being at nursery in the afternoons? IME some children at this age just crave a more formal, structured environment, which is often lacking in a 'daycare nursery setting'. He doesn't necessarily need 'formal education' sort of stimulation, but maybe some clearer boundaries, targets, and structures. How often is he there - all day every day? Can you set him/the nursery some challenges/targets ... Maybe something physical/co-ordination like teaching him to ride a bike or tie his shoe-laces. ..?
At home? Well, what stage is he at? Does heknow all his letter sounds? Is he reading/writing? Unlike cazzybabs I am a fan of workbooks - I think it gives children a big headstart at school if they are used to sitting down and concentrating on a task and finishing a page, or whatever. There are lots of distractions at school, and learning the concentration skills at home in a quiet environment really does help. If you give me an idea of what stage he is at, I will let you know what I think the best workbooks are for that level. DS1 always loved workbooks when he was pre-school, but now he's not interested as he gets all that at school now.
However, I'm not a fan of computers for pre-school children at all .. I won't get back into that debate here ... so can't advise you on that one.
What else? Chess is great for this age. Just to contradict myself, Lego Chess is a great PC programme - no longer available, look out for it second hand.