I suggest this:
1. Obtain a suitable live CD and install linux on all or part of your hard drive (Ubuntu and Mepis are two popular and quite similar variants of linux which many Windows converts seem to like).
2. Obtain a copy of Powers et al., Unix Power Tools, and some book on shell scripts, and read actively through these books. (In lieu of a second book you can try to get by reading tutorials in various linux magazines.)
3. Obtain a live CD with Knoppix and the book Knoppix Hacks, and learn how to fix an ailing Windows box, etc., etc.
Rationale: you can't appreciate unix unless you know a bit about some of the great things which were created in/for unix: the shell, C, awk, vi, perl, etc. And you can't appreciate the shell unless you've written a few handy bash scripts with a few "pipes and seds", etc.
At the same time, since you have a modern linux installation, you can use currently popular applications like K3b (CD burning), synaptic or kpackage or ... (package management), skype (phone), etc. Also, you can play with fun educational games like kstars (planetarium), and so on. Depending upon what distribution (version) of linux (technically, a distribution is a "bundle" of linux itself plus a C compiler, other fundamental applications, a firewall, and all those handly desktop applications), you can use the appropriate linux forum to ask specific questions.
After a few months you can start learning about LAMP, security, clusters, audio/multimedia, or whatever special topics interest you.
I note that you can get live CD's for free, or almost free, so the cost of this plan is pretty much the cost of the two books.
I suggest moving this thread to the "Computers" forum.