You're in the bay area with your car at the moment? Start by signing up for an autocross- there is one this weekend, south by a bit oven an hour at the marina airport:
http://www.bmwautocross.com/
Speeds are not too high (70 mph is only occasionally seen) but it feels faster. There are good instructors available if you ask, and IMHO there is no better environment to learn to control your car on and over the limit.