So a list of your requirements:
- desktop (windows) or web-based;
- Participants/students/enrolled tracking;
- Manage Finance;
- Manage Lectures/Courses and also content;
For the complete package, I would suggest Moodle. It is a comprehensive tool for learning. From my view it is more focused for teaching institutions, but would also be great for smaller companies and teachers/consultants.
Another application which I believe may also help would be Forma.LMS. It is a platform like Moodle. There is also Chamilo, however I am not sure there is an english version of the software (the website is all in spanish). Of the above I have only used Moodle, and that was very basic use - end user and not institution or school - so I am not aware of any financial management on its part, but since it is also online learning platform, it should have some integration with cost tracking/enrollment management.
The above, are basically focused on the "learning" aspect, where you can manage also online courses, however, maybe what you are looking for is something more of a "e-commerce" situation, where you have a product and would like to manage the sales. I would suggest to take a look at Magento. It is a flexible e-commerce platform. I have not used it, however it may be able to incorporate your requirements.
All of these are hosted web based solutions, since I think it would be best to have an integrated option. I have searched without success for a windows option, however I did find something on the Mac side: iTeacherBook. It is focused on courses, content and teaching, not the financial aspects, and it is Mac but maybe it can be a starting point for finding a windows counterpart.
In any case I hope this helped in finding the proper solution for you.