There is no "wrong way", so feel confident you are doing well. You do have an education which is more than most people can say.

If you get some experience you should be fine - catch 22 - you need a job for experience and you need experience for a job.

What I did was donate my services to build a portfolio while I was in school. This gave me a huge edge over my graduating class who was mostly wet behind the ears. Perhaps you can find a worthy cause, help make their office more efficient with some little VB apps and the like, or start a business and build something from scratch that shows you can do it.

I agree with Arizona Web. I suggest you make a portfolio. Learn what technologies are hot in the IT world and make applications based on them. This is how I learned. Also, your degree will help out a lot because engineering is also a degree that can land you a software job.