All good advice so far, esp. from Pragma, and I highly recommend getting
2600 Magazine regularly and subscribing to the mailing lists bugtraq and NTBUGTRAQ. It's important to understand how the people who are going to try to exploit your network think.
http://www.securityfocus.com is a good site to follow too.
These types of sources will keep you current while learning the basics from the courses and books etc. that others have suggested.