You need experience, well here is how (Score 4)

I must preface this reply:

This is my first so forgive minor breeches of ediquette(and mispellings)
I am a college student now trying to get into this field.

Now here is what I know:
thios is for the software companies:
programmers skip ahead

A CS degree is worth nothing, at least not at my school. There are no classes in most universities on actual windows programmig. Many universities don't know what language they want people to code in.
What does this mean to you. You get a guy for 75G's that can write "hello world" in basic, cobol, fortran, and maybe in VB. Yeah, hew/she knows what an 8bit cache is, but so can 255 out of every 511 people, coder or no. In college you have no time to write your own code. If you are going to be competitive in todays classroom you must spend at least 25 hours outside classroom to keep up. so if you take 15 credit you will spend 52 hours a week on school, not counting nutrition, sleep, and in the case of those of us who's parents wheren't coders to, work to get through school. You do the math you'll see what i mean.
A degree in Cs means nothing next to 2 yearts of good hard coding.
"Don't believe the hype"

This is for the future programmers

Step one:code
If you can't code "hello world" then you can't code DiabloII. Code a lot. Sit a yur computer and when you find a progream that sucks fix it. Write a new program that fixes the problem. Your eyes will go bad and you'll get carpal tunnel, but that's the price of success.

Step two:don't code
If you don't have another job or enjoy sports, then you will hate your life and you will be a bad game designer. Get out play frisbee, drink with your friends.

Step two b:code
take those things you esperienced while out and turn those into programs. Here is an example, my roommate is a big drinker,he is also a programmer, so he took a drinking game called power hour and wrote a progam to make it easier to play.

Step three: Game on
You have to love games to be ready to code them. If you can't play for hours and enjoy it, then yu'll never code for hours and enjoy it. So Game on, you deserve teh code break by now

Step four: code
I know it's getting repeatitive, but now you've looked at another game,a proffesionl game. So what sucked, what was cool. How can you incorporate that into your game.

But wait there's more...
Ther are other things you can do

Make connections. Everyone says to write a game. That's pretty big undertaking especially the first time and later when you make bigger projects, so make geek friends. It doesn't matter if you've met, work via http://www.sourceforge.org or something. You can do bigger cooler projects, your more visable, and like any class if you don't understand you've got a study buddy. Another recommendation in this area is the national Game Developers Conference http://www.gdconf.com . get on the volunteer programand you can met fellow programmers and companies.

Last thing other than more coding:
Read
there are a million webstites out there just for this. I will not list them all, just run a search and go to all of them. Bookmark it than read it for updates daily. Read books, there are tons of books out there, programming, windows programming, game programming, openGL, DriectX. You want to know everything about all of them. So read, then code some more.

Wow, this seems like a lot of work.

just remembe what Henry Rollins once said:
"The scars will take me far, they always do."

Good luck and remeber me on your way up, I'll be out there looking for a job soon.