You might want to give a look to a similar discussion here. Also, there is a sticky here that is given as part of the "Getting started with SQL Server" forum -- the forum that you are in - that is listed as a learning resource. Also, books online for SQL server is a must have for reference.
True, everything what you want to learn MS SQL Server are their in Books On Line.
Though here are some referrence material which you may reffer as beginner and beginner DBA http://hemantgirisgoswami.blogspot.com/2007/08/resource-for-new-sql-server-dba-and.html
I like these books, for a gentle start to learning SQ Server:
Microsoft(r) SQL Server(tm) 2005: A Beginner''s Guide (Beginner's Guide (Osborne Mcgraw Hill)) by Dusan Petkovic
Beginning SQL Server 2005 for Developers: From Novice to Professional by Robin Dewson
Beginning SQL Server 2005 Administration by Dan Wood, Chris Leiter, and Paul Turley