I think there's a number of sources, mostly Pythagorean in origin (12 can be easily divided, 13 can't and so on). But the main source is Christian, there were 13 at the Last Supper. Interestingly, this superstition is almost exclusively Judeao-Christian - the Moslems don't seem to have it.
Incidentally, this superstition is why there are 12 months in the year, not the 13 we'd have if it was based on lunar months.
all acceptable answers, but what I was going for was on August the 13th, a friday (I forget the year) Jaques De Molay, leader of the Knights Templar was burned at the stake for heresy and witchcraft...