gms,
The only way you can train with an airline is by getting airline sponsorship.
You would need to be a very bright well educated shiny individual to even get a sniff --> certainly ruled me out !
Check airline websites or look in industry rags (like Flight International) for sponsorship details (they don't come along very often).
I applied once upon a long time ago to BA ... I was applicant number 64,000 and something for 100 places !!
Sponsorship aside, you can self sponsor your license (which is how the vast majority of pilots do it these days). This is a very expensive process without any gaurantee of employment at the end.
On top of that, once you get your frozen ATPL, most airlines will expect you to pay another £15-20k for your type rating (but at least you'll have a job at that point).
All in all, this is the most realistic scenario if you really want to fly airliners for a living.
Speak to Cabair at Cranfiled and OAT at Oxford for details on commercial courses ...
Good luck.