Some great free training on Security
I ran across these and thought they were pretty good.
Clinic 2806: Microsoft® Security Guidance Training for Developers
Summary: This online clinic provides students with knowledge and skills essential for the creation of applications with enhanced security. Students will learn about the need for implementing security at every stage of the development process and best practices for applying security principles. Students will also learn how to use established threat modeling methodologies and tools with other best practices to minimize vulnerabilities and limit damage from attacks. Finally, students will learn how to implement security features to enhance security for Web applications and Web services that are built by using Microsoft ASP.NET.
Audience: Developer
Available Offline: Yes
Price: Free, 180-day subscription
Clinic 2807: Microsoft® Security Guidance Training for Developers II
Summary: This clinic discusses best practices for building security into the design, development, testing, and deployment phases of the software development life cycle. It is targeted towards individual with at least one to two years of programming experience. The course will provide developers with the skills and knowledge to design and develop more secure Microsoft solutions.
Audience: Developer
Available Offline: Yes
Price: Free, 180-day subscription