You may have experienced how difficult is trying to find out the meaning of a whole expression in a common dictionary. Most of the times, what you have came across is an idiom. On of the most complete dictionaries of idioms on the internet is Cambridge International Dictionary:
The Cambridge International Dictionary of Idioms explains over 7,000 idioms current in British, American and Australian English, helping learners to understand them and use them with confidence. The Cambridge Dictionary of American Idioms, based on the 200 million words of American English text in the Cambridge International Corpus, unlocks the meaning of more than 5,000 idiomatic phrases used in contemporary American English. Full-sentence examples show how idioms are really used.
The Cambridge University Press is respected worldwide for its commitment to advancing knowledge, education, learning, and research. It was founded on a royal charter granted to the University by Henry VIII in 1534 and has been operating continuously as a printer and publisher since the first Press book was printed in 1584.The free dictionary by Fairlex (http://idioms.thefreedictionary.com/)
Your could access to part of the listed idioms either in the url mentioned or directly from the CUP website: http://dictionary.cambridge.org/results.asp?searchword=idioms&dict=I&sourceid=Mozilla-search
Remember that if you are using Firefox as default browser, you can also have it always on the upper right corner (http://mycroft.mozdev.org/search-engines.html?name=dictionaries). Just click on it and you'll have it as one of your firefox search engine extensions.
Here you are some websites with more information about idioms: http://delicious.com/mjordano/idioms
and you are some books: http://www.geocities.com/Athens/aegean/6720/
I hope this could help you to go on studying this subject!