Microsoft have a load of security clinics and hands-on labs available for free at http://www.microsoftelearning.com/security/

A lot of it is based on material produced by the group I'm currently working with and is well worth checking out.

Our free Microsoft® Security E-Learning Clinics follow the same content outline as our Security Webcasts, but deliver that information via a learner-centered format that offers unique user benefits. With an E-Learning Clinic, you can access the security topic you want, when you want it, and learn at your own pace. Each lesson can be paused, and all security topics are indexed for fast and easy repeat use. So sign on today for an E-Learning Clinic, and get free information that can help you better protect your organization against security threats.

In addition to e-learning clinics, we also offer free Microsoft Official Hands-On Labs Online where you can perform security-related procedures in a safe, networked environment powered by Microsoft Virtual Server technology. Hands-On labs let you see for yourself how to implement the security best practices discussed in the clinics.

UPDATE: Microsoft are looking into the issue with the unknown publisher on the RDP component. I also reported the firefox digital cert issue