I don't mean to sound abrupt, but if you want to learn how to build applications in .NET, then start building applications in .NET.

Learning is a seminal process and is likely to be more effective when pulling from a variety of available sources and actively applying it to the types of requirements you've been asked to implement in prior applications.

You'd be amazed how much of the content in expensive courseware is available on-line for free or in books by the 'better' .NET publishers (like O'Reily and aPress).

Kevin