Reddit reviews The Complete Musician: An Integrated Approach to Tonal Theory, Analysis, and Listening Includes 2 CDs

You're best bet may be to buy an actual music theory textbook; typically they're easy to read and contain copious amounts of information from the basic level to the advanced. Most texts will also explain baroque theory first as it is ubiquitous in all western classical music. That would get my vote. Here: http://www.amazon.com/Complete-Musician-Integrated-Approach-Listening/dp/0195095677 This is the book we used for two whole years at the University I went to (we actually used a more recent edition). There's tons of information and Amazon has it dirt cheap.

EDIT: Basso continuo is the accompaniment to a piece, almost always in the Baroque era. The instruments that make up the continuo are up to the performers. Typically, there will at least be a harpsichord or other keyboard instrument playing, but there may also be bass instruments such as the cello or double bass. The cello and double bass would likely only play what was written on the page since they can only play one note at a time, but the keyboard instrument has potential to do much more with the part and would be expected to improvise an accompaniment to the piece using their knowledge of the chord structure of the piece (that would be given to them on the basso continuo part hopefully) I hope this helped.

EDIT-2: Wikipedia also has a lot of information on music theory, if you need to know how to define a particular term, it'd help. The only issue is that it has no structure to the information, so you may not understand everything in an article. For example: if you were looking up applied dominant chords, but you didn't understand what a regular dominant chord was, you'd be out of luck.