I wouldnt worry about courses as yet mate. I was going to try some here in Perth but they are all expensive and worth nothing that you cant start off with here. First off do what you are and do some tutorials then branch out and try some on your own. Consider also the limited need for this kind of work here mate, I dont see a hell of a lot of local gigs.
If you do want to pursue it, you will have to find a niche, not everyone is an all rounder and there are certainly LOTS of different aspects to the industry which Im sure others in here will tell you.
Stick with modelling for now and learn the tools to do that, you might find you prefer texturing or lighting etc etc etc, this is something that you will discover for yourself.
Lots of good stuff and good people here mate...good luck. Yes there are multiple programs, basics would be Maya and Photoshop (or GIMP)....
Cheers bullet
bullet1968
"A Darkness at Sethanon", a book I aspire to model some of the charcters and scenes