check out appdev.com. That's where I got my CDs when I started to learn SQL Server 7.
The SQL Server 2000 DVDs are only 500 bucks. And that set will give you everything you need to learn including admin and t-sql. With this, you learn at your own pace. But you need to be dedicated in learning it.
The 2005 version is still a bit pricey. But if your company is paying for it, it will be worth their investment.
Also, I recommend this book: "The Guru's Guide to Transact-SQL" Its by by Ken Henderson. Its nice to read on your commute home.