Procedural Code to OO Code

Question

Hi Guys,
I wonder if anyone can help...I am an 'old' programmer, from a COBOL background, used to writing 'procedural' code.
I have been on a C#/ASP.NET course and have started working on a number of applications.  I have a reasonably good understanding of the language in terms of syntax, etc, but I feel that I am struggling to adapt to the 'approach' of the OO style of programming.
Can anyone recommend any articles/books that would be suitable to gain a better insight into how to go about writing OO type applications.
Thanks and merry Christmas, this is an excellent site.
Paul