Well, here's a little tutorial.

1. Crimes. You start out with absolutely no "rank progress", as seen on the status screen. Every time you commit a crime, attempt to 'nick' a car, bust someone out of jail, or 'travel'; you gain a small fraction in your rank progress bar. If you select the option to shoot at the beer bottle as your crime, and you succeed - you gain 0.1% progress towards your "Killing skill".

You need to get both of these up, so my advice is to shoot at the bottle EVERY TIME, and then do the rest. You can make money by succeeding in the other crimes, betting at the casinos, or nicking cars; to start with.

You can usually nick a car 1 in 7 or 8 tries, after a while. I'm nicking one 1 in every 4 or 5 tries; and I'm only a "Shoplifter" by rank.

I make a GOOD bit of money nicking cars, and my killing skill is slowly going up. Bullets are a rare commodity, so you try to get a load of them. You'll need 'em.

Any other questions?

(Just for note, the 'reference' I get from the link only provides 'honor points', which are just a way of "respecting" another member or some BS. I'm not quite sure, yet. )