There's an Oklahoma local chapter of IAP. Maybe someone local to you from there can show you?
Our local (to Albuquerque) Woodcraft store does a lot of penturning classes, including the CA finish for those who have completed the basic penturning.
For me, nothing beats being taught in person. I tried to teach myself by experimenting, but there were a couple of tricks that I picked up from a live instructor.
A couple of words of warning, though: Be sure you have eye protection and hand protection (i.e. nitrile gloves). (Especially the hand/finger protection. DAMHIKT!)
Regards,
hdtran