Definitely have to agree.
Download and install Virtualbox. It might not be the best virtual machine host for every occasion but it is quite good for many things and free.
Now download one or more variations of Linux and install them as virtual machines in Virtualbox. You can have as many as you want to, but the number of machines running at the same time is limited by RAM memory in your box.
Now start working on the servers. I strongly suggest using command line as that will give you a deeper working knowledge of things.
Next start filling your virtual servers with things. I suggest setting up a web site using Wordpress. This will force you to learn things about LAMP (Linux, Apache 2, MySql and PHP5) which are quite useful to know. And while you are at it, add things like Samba for file sharing and FTP and so on. Start another virtual server and get them to talk to each other.
You might want to add all different kinds of things to your virtual servers, maybe even setting up a cluster of machines sharing the work. Another direction might be a server setting for handling internet pages, maybe one server running nginx for static pages, another running Apache+PHP5 for dynamic pages and a third running the MySql database. You will not get the performance benefit that is the purpose of doing this division of work, but you will learn a lot about how to setup things.
The great part about virtual servers is that they are only there when you want them. Stop Virtualbox and all you see is some files on the hard disc, while your computer works normally.
// Gunnar