Agreed with dean and pseud0 - the AP might be the first place to start. As pseud0 alluded to, you could run wireshark or some other sniffer to see if anyone is communicating over the airwaves.
you could always run Linux in a VM if your system is powerful enough and you /really/ do want to run Linux.

My 2p worth.
Learn hardware - build pc's from old components, mess about.
Learn Linux, any distro - old ones, new ones. Play with multiple OSes - virtualise.
Read the Linux Net howto. It's big, it's heavy going when you get started but it taught me more about networking than any course could.
Read forums, read Usenet, read books.
Don't rush. Don't expect to be an expert any time soon. I doubt there's one person in here that doesn't seek to learn more every day. One of my favourite phrases is 'every day's a school day' and I'm pleased as punch when I get to use it!

Learn to program, learn C, learn assembler, learn how a processor works. Learn how binary works, learn how hexadecimal works.

This might not be popular - study at school. If you're going to be sucessful in the security field, you written, oral and mathematic skills will need to be as good as possible. You may end up being an excellent pen tester but if you can't communicate with your client, you won't get the business.

Don't be tempted to hack systems without permission. Young men + jail != good times. When you want to try out some hacking, that's when you'll use the extra systems you made from old spares and virtual machines.
HTH

As mentioned earlier, a full re-install would be in order. It is imperative that you ascertain the source of the problems, else you are doomed for history to repeat itself.

It may be worthwhile to employ a professional to diagnose the sequence of events that led to your infection, there are many attack vectors that would not be obvious to a lay person.