I agree with the above comments - you can learn a lot from reading questions other people are asking (forums) as well as learning from experts (blogs, online videos, etc.).

I would also add that you should get yourself a copy of SQL Server and start working with those components you want to learn. You can download evaluation copies (which only work for a limited amount of time) for free, or you can purchase the Developer edition for next to nothing (last time I checked it was under $50).

Good luck!

Tim