Hey tikkus-
Play around with web services a little bit-especially if you're interested in .NET. I've found it to be one thing a lot of companies are looking for that isn't generally covered in college courses (This could be totally different now but at least it was the case when I was in school).
Something simplish might be to write a .NET windows app that can subscribe to a web service which uses an object data source to catalog a list of products, your music collection, etc etc.
Edit:
Here's a link to a good tutorial on implementing object data sources.
Tutorial 4: Displaying Data With the ObjectDataSource