Another good thing you could do is focus on learning the basics of how firewalls/packets/IDS etc work, so you can get an idea of how to get around them. Same thing with systems. if you want to learn to attack something. Learn everything you can about it. Focus on using the common things. You don't need to memorize the entire man page for goodness sake, all you need are the juicy, useful options. You can glean those from tutorials and such often. On the other hand, it's often good to focus on exploiting the less used, more abscure, and thus less scrutinized aspects of systems. Focusing on the exact parts you wish to attack. This is most convenient on Linux and the like of course, as you can view the source.

That's only if breaking into stuff is your goal though. If you can settle for being deffensive then there's nothing wrong with just downloading the Sigs from Snort and Symantec, and the patches from the vendors, following basic security practices, and running stuff like nessus and nikto against your systems regularly. Reading stuff like Hacking Exposed is something you can do if you want to get a tad more advanced. If you want some great advice from the masters on how to do what your attempting here's some Great Info (look for 'stepping into a security career' question) the and the interesting Hacker How-To. It is really all good advice.