It's a gradual process. You learn bit by bit. Here are two options for you:

1) Continue down the paper wallet route. I don't recommend paper wallets but if you are careful you can do cold storage this way. You should start by trying to spend the 0.001 that you've sent to the paper wallet. Then when you're done that successfully you create a new paper wallet, load a small amount into it and spend from that one. Do this in increasing amounts until you become confident.

The sweep key approach in blockchain.info is fine. But you should read about change addresses as well:

https://en.bitcoin.it/wiki/Change

When you spend less than the total amount in an address some of it is sent back as change to another address. This is why you sweep the private key and not import it.



2) Use a bitcoin client that is designed for offline use. This will require a dedicated PC. There are two bitcoin clients that currently support offline wallets - Electrum and Armory. I recommend electrum. Install it on your online computer, play around with it and see how it works. Then, once you've got the hang of it, you can try for an offline install.