I'm pretty sure you can rent them over at the Yacht Club (across the water from the Boardwalk).
You can also rent them at the Grand Floridian, Polynesian, Wilderness Lodge, Contemporary, Yacht & Beach Club, Fort Wilderness, Carribbean Beach, Coronado Springs and Downtown Disney Marketplace marinas (according to Birnbaum's guide). Of course, not all of those waterways are connected, so depending on where you want to sail is where you should rent.
You'll probably get more and better responses over on the Resorts board.
Have fun!