This episode is episode 155, the first challenge. This is where fukasaku is teaching Naruto the first steps to be a sage. The training is called "don't move" and he has to focus his natural energy to becom a sage.
Naruto learns Sage Mode after Lord Fukasaku, informs Konoha of Jiraiya's death at the hands of Pein. He then tells Naruto to come with him to Mount Myoboku to be trained by him in the sage arts, because it was originally Jiraiya's plan. Naruto Shippuden Episode 154.