The best way I would say is to setup a little beater box thats on a local lan (mines 1.5ghz 256mb ram). Then install services like dns with bind, apache, mysql, vsftp/proftpd, dhcpd.

Try an 'Enterprise-class Linux Distribution' like Centos (I'm playing with that now). Then try running something apt based like Ubuntu, you'll probably find that most of the free desktop apps are better then windows (news clients, irc clients, etc).

I'm not trying to start the fight of which is better Linux or windows but with Linux you have lots of options. Set it up on a box that when something gos down hill you can try and fix it or you can format it and move on. I love beater boxes because you can push it more, like trying to compile a kernel with only your left hand.

I would say start with little projects because they'll get you thinking and lead to bigger projects.

heh, this all coming from a guy who for half of his 2 days off has yet to put pants on