from reading the DMG, and PH, I got the impression that, during the roleplaying part of the game, you can make clear that you are training a skill. There was, I think, a line saying that it was up to the DM's discretion whether someone would be able to "train" in a skill(due to the presence of someone allready trained in the skill, or something of the like) and thus be able to get it. Same with multi-classing.