Download gnubg and train against it. If you'd like it will also analyse your moves as you play them (tutor mode), or afterwards. And you can ask it for hints. You'll find it here:
http://www.gnubg.org
Make sure you set up a decent strength for the player and for the analysis. More info about that here:
http://www.bkgm.com/gnu/AllAboutGNU.html