1. First, have a look at these slides if you have not yet seen them, http://cs.au.dk/~mgreve/algocomp/acm_slides_2009.pdf.
2. Start doing the USACO training program, http://train.usaco.org/usacogate. This is the only training program that exists. If you are already somewhat good at this stuff, it may be quite boring. The first few problems are definitely boring. Nonetheless, it is a good idea to go through it.
3. For practicing at home, check out the following sites: http://www.codeforces.com, http://www.spoj.pl, http://www.codechef.com, http://www.topcoder.com/tc.
4. Register at the UVA online judge (http://uva.onlinejudge.org/), and start solving the following problems. Note that the order given is not necessarily the best order to solve the problems.
Global Raining at Bididibus, http://uva.onlinejudge.org/external/117/11786.html.
Let Me Count The Ways, http://uva.onlinejudge.org/external/3/357.html.
Jumping Mario, http://uva.onlinejudge.org/external/117/11764.html,
Guard the Land, http://uva.onlinejudge.org/external/116/11639.html.
Heavy Cycle Edges, http://uva.onlinejudge.org/external/117/11747.html.