Its like this in Germany (tax wise): (http://i.imgur.com/6oiGx5B.png) - the lower blue curve is the amount of tax you pay. The x-axis is the amount of money you get (on which you have to pay tax) and the y-axis is the tax percentage. This is for self-employed people only, regular employees will deduct 1000 Euros from the amount ("Arbeitnehmerpauschbetrag"). Other amounts such as the health insurance can also be deducted.
One side note: the link you have given also calculates health, pension and unemployment insurances. This might be confused with tax, but one should be make it clear that self-employed people don't have to have pension and unemployment insurance and health insurance is much higher than for regular employees. [But one can (in practice) get around paying for health insurance, but no sensible person will do that. - Nobody enforces that you have a health insurance if you are self employed.]