I probably get asked this question every other day, "is there any security education available from Microsoft for my developers?" and the answer is, of course, yes.
Here are my top picks:
Course 2806 Microsoft Security Guidance Training for Developers (http://www.microsoft.com/learning/syllabi/en-us/2806bfinal.mspx)
Course 2840 Implementing Security for Applications (http://www.microsoft.com/learning/syllabi/en-us/2840afinal.mspx)
Course 2300 Developing Security-Enhanced Web Applications (http://www.microsoft.com/learning/syllabi/en-us/2300Afinal.mspx)