I'd like to step back to the original poster of this thread. A while ago, enriquein asked:
Where did ya guys learn the API in the fisrt place?

Most of us learned from trial and error, experience, and playing around with making API calls that we saw in magazines or books. This is a great site to get a head start. Another VERY good site is http://www.allapi.net/ - This site also offers a free API Viewer which you can down load. Unlike the API viewer that comes with VB, this one actually has examples of how to use the APIs, and has some explanation on what they do and are used for. Don't be discouraged if you have an API blow up in your face. I would venture to say that that has happened to everyone at some point or other.