They can train in fighting, arcane, and thievery in the prelude (if they could turn, they could train in divine too... ). The ray of frost was the item you get from doing the arcane training...
My basic build for the character is this:
18 Dex (will end up at 22 base)
10 points in Use Magic Device
All remaining skill points between: Lore, Persuade, Perform, Parry, Concentration, and Spellcraft
Feats: Ambidexterity, Two Weapon Fighting, Weapon Finesse, Weapon Focus: Rapier (@9), Improved Critical: Rapier (@12), not sure about the last two, thinking maybe Improved Two Weapon and Dodge or maybe Toughness and Dodge.
Plan to grab the following items from main campaign: Pendant of the Elf +4, Belt of the Performer +4, Lantese Ring +4, and Ring of the Rogue +4 (+8 Dex and +8 Charisma). Will also grab Bracers +4 Dex and Nymph Cloak +4 as well and no armor (Mage Armor, Stoneskin, and Dex).
He'll be nasty and will probably go to reposte mode at high level against attackers.