to improv you need a good grasp of scales and their relation the a chrod progression.
Here's few good lessons for you
http://www.guitartricks.com/lesson.php?input=10942
http://www.guitartricks.com/lesson.php?input=9845
http://www.guitartricks.com/lesson.php?input=10593
Here's a great thread discussing soloing. Some of the links above come from that thread but you should really read Christopher Schlegel's answer. Very good material.
http://www.guitartricks.com/forum/showthread.php?p=213716#post213716
Another HPCrazy lesson where he made a jam track and tells you which scale you can use to improv over.
http://www.guitartricks.com/lesson.php?input=10393
Nick Marchat's Spanish style improv tutorial :
http://www.guitartricks.com/lesson.php?input=9901&s_id=212
One of Doug Fearman's tutorial. Doug has many tutorial where he shows you how to play a rhythm guitar track then shows you which scale you can use and gives you many little licks to practice. Check out his section, tons of great tutorials!
http://www.guitartricks.com/lesson.php?input=8733&s_id=99