Here's a short collection of online Cognitive Behavioral Therapy resources:

Cognitive Behaviour Therapy Self Help Resources (Get Self Help UK)
Free Downloadable Therapy Worksheets & CBT Tools (Get Self Help UK)
Online Self-Help Book for Mental Health & Illness (MentalHelp.net)
Doc John’s Where to Get Help for Depression – includes some self-help ideas
Dealing with Depression: Self-Help & Coping Tips (HelpGuide.org)
Live Life to the Full – free self-help modules