I agree with valmont.
Learn some programming, especially C as thats what most of the expolits you are on about are written in.
Read up about BO, off by one etc, look around this site and around sites like security focus and look at the codes there.
Basiclly, the best way to learn is to do it yourself. Learn to program, write simple programs and learn to compile and youll soon make sence of exploit codes and how they work etc.
Plenty of tutorials out there, both here and beyond.
Hope this helps, and happy learning! Any more questions, dont hesitate to ask!