In reply to Shane jones:
Check out the Moving Out and Introduction to Leading courses at Plas Y Brenin. I've done them both and found them to be very good. Two day and five day versions available.
If you've done no trad at all then Moving Out will show you how to build belays and top ropes. Depending on your experience you might want to go straight to the Introduction to Leading course - when I did it we were mostly on multi-pitch routes and learning ropework and gear placement , but it also covered self-rescue techniques like escaping the system, prusiking, etc. Also abseiling.
http://www.pyb.co.uk/courses-rock-climbing.php