Game Making Books

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MUD game programming is a good introduction to network programming. Really, a MUD (a text based MMO, essentially) is not that different than a full fledged MMO when it comes to architecture. Of course, a full fledged 3D MMO is a lot more complicated!

I've heard "Programming RPG's With Direct X" (i think that's the title, it's something like that) is a good book and is applicable to much more than just RPG's.

Take some time to learn about data structures & algorithms too, as they'll play a huge role on the performance of any modern processor intensive game.