I am joining in late also. Great tips already given. I will add my .02.
First Check out the article;
Copywriting | Direct Marketing - Customer Lead Generation | Print Ads | Space Ad Leads
This will get you into the right mindset.
Then analyze some local ads from the newspaper, yellow pages, etc.
Choose some ads that you can improve upon and there is an opportunity to create a two step lead generation campaign.
Create a pitch letter for several of these loser ads, they'll be easy to spot!
Tell them you can beat their crappy ad. If you don't there is no charge. If you do beat their ad then they pay your fee of $1000 (or whatever fee or royalty) for the job. It just might work.
I read an interview where Clayton started out like this. I am trying this very same approach to get my first copywriting gig.
Hope this helps.