If you dont already know them, first learn about HTML, Javascript and the HTTP protocol. Run up a web server, create a few basic web pages and check the source of some already existing ones, make some requests from your web server using a browser and also a command line client like wget. Capture some packets in Wireshark to see how the web requests work, especially with regard to how different objects (html pages, images, scripts, style sheets, videos, etc) are requested from the web server using the HTTP protocol. Check the logs of the web server to see what has happened and also try and use an intercepting proxy like Burp, WebScarab or Paros to intercept and modify web requests once you see how they work.
Next, check out this page at the IronGeek site. WebGoat is probably the application from this page that you want to try first, its a great tutorial based introduction to the various classes of web vulnerabilities. Then test your skills breaking into these applications. WebGoat should show you how, the rest can be used as practice.
Check out the various web tools in BackTrack. Follow some tutorials on their use.
Have a good read of the OWASP site, especially the Testing Guide. See if you can use the Testing Guide to test one of the insecure web applications from the IronGeek site.
If you need more information the book "The Web Application Hacker's Handbook: Discovering and Exploiting Security Flaws" is also a good reference.
Also keep in mind that cracking an executable doesnt have anything to do with web application penetration testing.
Good luck.





