Thanks for the posts guys. I would absolutely love to take them to lessons but there doesn't seem to be any local ones. 
Little update. Today we took them to the dog park for the second time, I said we'd only do it if no-one was there, but there was 3 other very small dogs and my boyfriend said "lets give it a go" so we did.
The little dogs were fine, our boys were a little unsure but they did not become fixated on them, when they left us alone they actually ran with us a played a little with each other. I was very proud of them, it was very different from other times dogs were around. They didn't pay any attention to them at all.
Then a beagle came along who was about the same size as my boys, with lots more energy than the little dogs. My boys got a little worried again, but the energy off them wasn't as worried as it has been before. It was more of a "we're not interested in playing with you" feeling.
Then! A sharpei arrived.
A really high energy sharpei, who got along very well with the beagle and the pair of them were rocketing around. The sharpei then noticed my two and tried to get them to join in, but as he was quite a big dog compared to the shelties and he really worried Jet, so much so that Jet pulled a snarly face. 
I am not quite sure if today was a success or not, it really is 50/50, it would have been a success in my books if it wasn't for Jet showing teeth. I was really proud of how they were with the little ones though, it's just the biggies that seem to freak them out. Jet in particular. I think it's worse for him because his brother is usually the one getting all the attention from people because he's a blue merle, so he's more used to interaction from others I think.
Little update. Today we took them to the dog park for the second time, I said we'd only do it if no-one was there, but there was 3 other very small dogs and my boyfriend said "lets give it a go" so we did.
The little dogs were fine, our boys were a little unsure but they did not become fixated on them, when they left us alone they actually ran with us a played a little with each other. I was very proud of them, it was very different from other times dogs were around. They didn't pay any attention to them at all.
Then a beagle came along who was about the same size as my boys, with lots more energy than the little dogs. My boys got a little worried again, but the energy off them wasn't as worried as it has been before. It was more of a "we're not interested in playing with you" feeling.
Then! A sharpei arrived.
A really high energy sharpei, who got along very well with the beagle and the pair of them were rocketing around. The sharpei then noticed my two and tried to get them to join in, but as he was quite a big dog compared to the shelties and he really worried Jet, so much so that Jet pulled a snarly face. I am not quite sure if today was a success or not, it really is 50/50, it would have been a success in my books if it wasn't for Jet showing teeth. I was really proud of how they were with the little ones though, it's just the biggies that seem to freak them out. Jet in particular. I think it's worse for him because his brother is usually the one getting all the attention from people because he's a blue merle, so he's more used to interaction from others I think.