Whenever you think something might be sexual, you might try the Urban Dictionary, which, because of its voluntary-contribution nature, seems to appeal most to imaginative, over-hormonal boys. There's one entry for your phrase, from 2007 and no votes either in favor of or against.
skiing lesson When one "teacher" demonstrates how to ski by the help of two male "students" on either side allowing the "teacher" to use their poles for a hands on experience. Becky gave Tim and I the best skiing lesson last night. We both finished the course!