Sorry, I've been meaning to reply to this thread, but I've been lazy LOL
For one of the best, most comprehensive sheltie sites on the net,
CLICK HERE.

It's great and full of info.
For training/housebreaking well that shouldn't be different than any other dog really.
Lots of training tips at Dr Ps Dog Training Library

Other than that have fun with your sheltie. They can be great little dogs. (oh and they tend to bark a lot. You'll want to get on top of that right away!)