I don't have experience training rats first hand, but my sister has had great success training her 2 female rats. Not only has she litter box trained them, but she has taught them to spin in a circle upon the command "Dance".

Rats will basically do anything for food (treats) so if you are consistent, there are lots of tricks you can teach them. My best advice is to search on youtube for instructional videos on rat training, or search rat specific chat forums.

This is my sister's youtube channel if you're interested, she has lots of videos of her rats, and she also has a video of her rats "dancing" lol. http://www.youtube.com/user/AvaAdoreSmashing