I wrote a textbook -- acutally, it's more like a manual -- specifically for this course. It's called Hands-on Research Methods.
Most of the material from the textbook is on this web site in the most up-to-date version: there's a discussion group (under Tasks) for each Task or chapter of the text. So, you don't have to download any of the chapters: you can just read them on line.
If you want to see the previous version of the textbook as downloadable pdf files, Hands-on Research Methods is available at the links below [version 4, Spring, 2008].