I like Dafydd Stuttard's "The Web Application Hacker's Handbook", despite the title. Work through the examples.

A lot of people will direct you to OWASP, which is not a bad free tertiary source (owasp.org). There's lots of HOWTO stuff there. Be careful about the OWASP Top 10. You want to know what it is, but it's showing its age.

While looking at the recommendation, I noted that the book's website has a page of links to tools:

http://portswigger.net/wahh/tools.html

Nothing eyebrow raising, but if you're starting out, worth knowing about.

Portswigger is the author of Burp, which is the industry standard web application testing tool. Almost everyone I know in the field uses it.

Hindsightly I'd start by reading a book about internet security. The only sound thing is to start with a book, giving an overview of the matter and gather information from that point onwards. Most rational thing to do. That's my recommendation.

You wanted to protect your site from attacks: I found a pdf document on the net quite informative: "ethical hacking"(pdf). It covers packet, transport and network layer security up to "google" hacking. It is broken on [http://www.scribd.com], but there are several other similar guides there. And it is out there I found it via google.

There are some good documents at defcon.org as well, I read one about firewalling which was impressive.

You must go elsewhere for cgi security issues, protocols, encryption and all that.

Awesome, thanks for the tips everyone. So much to learn, so little time.

hacker's handbook was where i started.