In the anime, it's a flashback in episode 161. Naruto teaching Konohamaru the rasengan was actually done off screen. In the flashback, Naruto is describing the rasengan to Konohamaru, who thinks he's about to teach him another sexy jutsu. Hope that helps.
Sometime during Season 1 - 3
Naruto teaching Konohamaru Rasengon was never seen on-panel or on-screen.
Naruto meets Sai right after returning from his mission to save Gaara. In the manga that would be book 32.
naruto shippuuden episode 311
In the manga, the toads go and get Naruto and they teach him senjutsu.