Here is what you should do. Set the camera up on a tripod first. Set the camera to AV (aperature priority - means you pick the F stop, and it picks the shutter speed), pick an ISO - say 200. Focus on something, then turn the focus to manual (so you'll maintain the same point of focus for evey image).
There should be some sort of meter system in the viewfinder that shows the exposure level. Set the F stop wide open (probably 5.6, of F4 on your lens). Start taking pictures. Gradually close the the F stop down (F5.6> F8> F11 > F16 >F22). Watach how the camera changes the shutter speed to compensate and maintain the same exposure. Now go look at the images and see how changing the F stop changed the image. What's in focus and whats not, DOF (depth of field). Also experiment with the exp compensations. Like Reef Bass said, digital is cheep. Free really, shot and experiment and see what changes.