wpegg: If it's MS SQL Server that you're aiming for then the generally accepted expert text on it is "Inside SQL Server" by Kalen Delaney. However it's an expert text, I'm not sure how well you'd get into it. It's one to remember about for the future though.
If you're just aiming to learn the ins and outs of a SELECT statement, and get a grip on joins, the best way is to try things out. Decide what you want to achieve, then read up on websites as to why it's difficult. For the fundamentals then just the msdn forum will have an answer to your question.
You'll almost certainly soon encounter the classic problem of wanting the most recent entry from another table for each of your records, and all the other knots that we tie ourselves in because we're too afraid to denormalise. just reading answers from MVPs is a good way to learn, they tend to put some explaination in rather than just a "not possible".
Also, check out
http://sommarskog.se/ for a number of really well researched and explained articles on subjects such as Dynamic SQL. You might not be there yet, but it's good to get an idea of how SQL Server experts think, and the information is useful.
If you're having any specific difficulties, feel free to PM me. I've been using SQL Server for the last 10 years, and I am sure I could answer any questions.
Thank you, I need it mainly for studying purposes and I cant possibly bother you with everything so those learning materials will be useful.