IMO, the best training you can get is to be thrown in the deep end on an existing project. Supplement this with the MSDN Offline and Online Help libraries, Google and StackOverflow.com to assist whenever you get stuck. Surround yourself with smart, intelligent, experienced developers in your company - don't be afraid to ask for help, and to ask stupid questions, no matter how stupid you might think it is. Complete a few online tutorials for C# and MS SSQL. Start with basics and move to more advanced ones. Experience is the best teacher. There is a marked difference in calibre between developers who learn when thrown in the deep-end, and those that learn from set training courses.
A training course will only teach you the basics, which you can learn for free with online tutorials, and which you really should already know if you are a programmer, or have a Computer Science or other IT-related degree. You should really only have to start learning the syntax, keywords and conventions of a language. The rest should come naturally.
Sorry that my post doesn't help you directly...