Your best bet is a winter skills course up in Scotland. Both Glenmore Lodge and Plas y Brenin are safe choices - see the links section under 'GET OUTDOORS' at the top of the page and look under courses for websites, but there are plently of others as well.
The two above are the Scottish and Welsh national mountain sport centers and great reputations. They run courses at various levels from straight winter hillwalking through to serious ice climbing.
Alternatives would be to join a walking / climbing club, but to be honest you're best off with an organised course with qualified instructors. I'd vouch for the Brenin and Glenmore Lodge personally, having used both in the past. They'll also supply the kit you need. I'm sure other people on the forum have recommendations of their own.
