* Now go to any spellmaker (the easiest would probably be the high elf in the Balmora Mages Guild, since Balmora is so close to Fort Moonmoth. The spell you want to make is ''Drain (insert skill here) 100-100 for 2 sec on Self''. So if you were wanting to train your heavy armor skill up to level 100, the spell would be ''Drain Heavy Armor 100-100 for 2 sec on self''. This spell should cost you about a hundred coins.
* Now you need to find a trainer who trains the skill you just bought the spell for. In this case you can find a heavy armor trainer right next door in the Balmora Fighter's Guild. What you do now is cast your 'Drain Heavy Armor' (or whatever skill you choose) and while it is active open the training box. Since your Heavy Armor skill will be drained to zero no matter what you had it at, it will only show up as costing 1 gold piece to train. Now after you are done training, the spell will wear off and you will retain the level you just trained your Heavy Armor to. You can do this as many times as you want with every skill in the game. You can also train skills even when they are at level 100 already, though they won't go any higher. Use this to keep gaining levels for HP and to max out your stats.