The Chicago Region SCCA hosts its once a year autocross school they call "The Learning Curve" on April 9th and 10th. Cost is $100 for two days. Saturday is two small courses, Sunday is one large course, run like a normal autocross.
They have loaner helmets, but I'd reccomend bringing your own if you can.
http://www.scca-chicago.com/solo/2005/learncurve.htmlIf you have any questions let me know.
Mark