There's no easy way to do this, but something like this will work:
SELECT ET.TrainingID,
ET.CompletedDate,
ET.Notes
FROM
HR_EmployeeTrainings ET
inner join
(
select TrainingID, Max(CompletedDate) as CompletedDate
FROM HR_EmployeeTrainings
WHERE (ET.AvantiRecID IS NULL OR ET.AvantiRecID = @avantiRecID)
GROUP BY AvantiRecID, TrainingID
) ET2
on ET.TrainingID = ET2.TrainingID
and ET.CompletedDate = ET2.CompletedDate