Pen tool in Photoshop?

[starshinesky]

I have been trying to learn how to vector for a while. I found out through many people that vectoring on Photoshop cs3 is actually vexeling. Well thats all fine and dandy; I have been teaching myself how to do this type of thing but I remain very unsatisfied with everything I have made. I thinking I am missing something but I really don't know what. I have looked on Vexels.net for help and inspiration. I have been very edgy about joining but I have looked through there tutorials for help. Still no luck.

I think I just need someone to explain it better. I just don't seem to be grasping how to correctly make this type of thing.

http://starshinesky.deviantart.com/art/Come-and-meet-me-in-the-dark-85494456
is probably the only thing I have made that has actually turned out decent.

So what should I do? Were should I look for help?

This is the newest one I have tried to vector.

http://starshinesky.deviantart.com/art/Izze-Soda-85864266