I have never heard the second locution ("enroll on"), and it doesn't match my sense of the verb enroll. While the third ("enroll for") is not incorrect, it also seems less common, although I believe I have heard it. The first locution ("enroll in") is familiar, and the one which I would use. One of our British/Commonwealth members might comment as well. I believe that the verb is enroll in North America, and enrol elsewhere in the English-speaking world. (My spell-checking program does not like enrol with only one "l.")