absolute best way to understand TCP, try to speak it.
http://www.ethereal.com is a good tool to start with. this will allow you to see the TCPIP stack and see what happens when you query a server.
i would start on a quiet network and only do one thing at a time so you can see what happens when you press go.
also, remember PDNTSPA, the Open Systems Interconnect (OSI) layer mantra.
Physical = Wireless
Datalink = 802.11b/g MAC
Network = IP
Transport = IP and TCP (tcp/ip was developed before OSI, so this layer is split)
Session = TCP
Presentation = HTTP://
Application = Mozilla