First steps into security

I'm a science and technology student, I've always been interested in security but none of my courses is focused on it. I would like to study and test on my own (with virtual machines possibly). I've been searching around for a while but I only found tutorials about how to use a specific tool, which usually result in just running it. Other guides just says to study n programming languages but I don't feel like is should just run a tool to learn how to attack and defend, also I don't think that studying n programming languages will be useful as testing or understanding it. I can program in various languages (c++, c#, c, java, javascript, vb, assembly), but I think that programming should be a means, not my final goal. I have a good understanding of networks, but only theoretical. I thought would be interesting learn how to attack myself, then how to react or prevent the attack, and keep doing it with all known attacks until I can try to find my own way to do it. I know that it's a popular topic and that many people uses this knowledge for personal interest, but since there are no specific courses about security I have to study myself without harm others. Also being able to learn where to search for certain vulnerabilities when attacking a website or a firewall without attack it (even if I know that some type of information gathering are considered an attack) would be interesting.

In the end, I would like to understand what should I start studying? Finding an university that could give me this type of formation would be great, but my country is pretty backward in this field so playing myself the good and the bad guy in the same time I think is the only way to really learn it. Do you think am I'm on the wrong way? I know the US have a specific program, but I'm foreign and I don't think I would be able to apply to it.