I have found it quite easy! I applied for a student visa and from there was able to enter the US to study. I think it depends on how long you would like to stay for.
In my experience, it really helps to have a solid grasp of the English language. Many people speak limited English and have a hard time studying in North America as well as adjusting to the lifestyle. /Mark
Please have a look at this list to find out more about studying in the United States:
http://travel.state.gov/content/visas/en/study-exchange/student.html
If you would like to apply for a short course, currently the process is as follows:
According to the U.S. Department of State, you will need to apply for a B-1 (business) tourist visa. The only catch to this visa is that you cannot receive payment or income from a U.S. based company for the training. However, you can be given a travel allowance or expense reimbursement for your travel expenses.
It is important to note that a visitor's visa is not the right choice for professionals looking to enter into full-time study such as an MBA program.
To apply for a visitor's visa, check out the website of your nearest U.S. Embassy or Consulate. You’ll need to fill out a DS-160 form which is a form for those not immigrating to the U.S., upload your photo, and take this printed application to the embassy.
It's not hard at all to take a short course - as long as you or your company will pay for it. I work for a training company and we get international delegates all the time. What we don't appreciate are emails requesting scholarships. These courses are for professionals so you're expected to have your own training.