alien8predator,
good advice when starting out is to read everything you can get your hads on. This site can be a good starting point, with links off to various other good sources.
Unless your Linux skills are great to start with you may want to download
BackTrack to get some working tools.
De-ice.net also have some nice virtual machines that you can use as target machines when starting to get your feet wet.
Welcome to EH-net, happy hunting