We do in-person classes regularly, but that's not helpful since we're a couple of states away. I would look for some local judging classes, and I personally think they should be free with the exception of the beer. Plenty of people around here take the classes and then never take the exam.
There are several CO exams scheduled, I would get in touch with the organizer and see if they are running any classes. Even if the classes are too far to travel to, you should be able to get their schedule and maybe pick up some of the beers and study on your own.
Most of all, if you want to become a better beer taster you need to practice. Read through the study guide, sit down and formally judge some beers, on your own if you have to. Join a club, meet some judges and sit down and taste a beer with them.
There's just no substitute for practice.