Remember, do everything you can to break your system. Even if it means having to rebuild it.

Yes, I'm serious. Doing the stuff I wasn't supposed to do taught me how to recover from bad SQL problems. Also, by the time you get to your fifth or sixth install of Windows and SQL Server, you start recognizing what the installs are doing.

So, get yourself a cheap machine you don't mind breaking and do everything the right way AND the wrong way. Don't be afraid to break your sandbox because you're not costing anyone money and you're gaining a lot of experience you won't have to gain on the job.