You might want to check out http://www.anxietyonline.org.au/ . It's free for the eTherapy version and isit's funded by the Australian federal government.
A colleague of mine gave a presentation and it looks really good. From the website:
Anxiety Online is a comprehensive online mental health service offering information, assessment, online diagnosis and treatment programs ("eTherapy") for the anxiety disorders:-
Once you have gone through the the fairly long diagnostic process, you get access to a range of eTherapy resources. In particular, you can use it to learn more about CBT. It has exercises and videos.