Contact local small business owners and see if they need some basic maintenance. Little things like updating text, minor design changes, etc are always appreciated. Feel free to charge a nominal fee, just be fair about it.
Work on a personal project. If there's some idea out there that you think you can improve upon, build it. Even if there's no interest initially, if the interface is cool, and functional, you can use it in your portfolio
Volunteer at your church (or a non-profit).
Once you get those steps under your belt, then you can move up to smaller projects. Full site design, application development, etc.
Set targets for yourself. Something like "I want to make $500 this month ,ad $1500 in 3 months". Then you can track your progress against your goals.
Don't forget to go back to your college employment placement department. If you've graduated, they should be there to help you find work as well.
Do some personnal projects or work on open source projects.
Try to get a job in any IT field. I started myself at support department and then upgraded to programmer when one left (I studyed to become a programmer)... Don't "fear" to get a "lower" job (like support or tech-related) if you really want to work for a given company.
IMHO if you have storng programming skills in Win32 (or similar), knows C++ (or C#) and SQL, you won't have much trouble to work in Web development.
I was a C++ programmer for 4 years and switched to PHP programmer without much trouble. I had no professionnal expereince in Web development, but had a strong IT background...
First I'm a freelancer, and I my advice goes better towards someone who wants to work independently. About 75% of my business comes from people I know, who recommend me to someone or who are in a position to hire me. I have a few clients who have found me online, or through LinkedIn or other networking tools, but the best clients are local. I've done international work, but the best thing to do is like the others say, start with your local area, tell your friends you are doing this, heck give them a couple business cards to pass around. When people talk business these days, they often talk about the web. Put cards at local diners and places that allow you to do that. Try ads in the paper, but don't get too carried away. Mailings are good if you target your audience, but also not as high of a return rate.
Working with a business...well you have credentials so practice them and make a portfolio of examples of what you can do. Apply to jobs, it can't hurt! I think that in a smaller business they want someone more for their personality and motivation than their actual skill level. Why? Because their needs aren't as great for top notch work in fields (usually, not always though) and if you work with your boss on a first name basis it is more important to get along than to have all of the skills. If you want a bigger business job, I think they tend to go more by your credentials and experience. So you may be expected to start on a lower rung there, depends on the needs of the business I guess.
Above all, get a personal portfolio started. Do some non-for-profit work, maybe make an open source script that people need. This shows skill and your willingness to participate in the community of web developers, instead of just profit from it.
jeremy - gnomeontherun Educated questions often get educated answers, and simple questions often get simple answers.