I don't know about you, but If I'm trying to learn something new, I only seem to benefit from watching a video, and then doing lab-type exercises to practice what the video was demonstrating;

google was my friend here, and i searched "free SQL Server online training"

found an online blog as an example,where someone has put up a dozen or so videos:

http://weblogs.asp.net/scottgu/archive/2007/03/01/free-sql-server-training-videos-and-other-good-data-tutorial-pointers.aspx.

There were lots of other examples out there.

personally, I find this site to be one of the best learning resources in existence.

Every day I find forum posts that interest me, copy and paste the code to SSMS, and then build a potential solution.

It's the actual thinking about the issue, and trying to build a strategy to solve the problem that is the #1benefit for me.

I often post my suggested solution, but most especially, I compare it to what other people have posted. There's more than one way to resolve any issue, and you learn from how other people tackle the same problem differently.