if you want to improve the only way is to analyze, study, draw and scetch like a maniac...
look at pictures, drawings, go outside try to understand how lightning works, carry a notepad with you and write down what you found out so you can read through that later on and try to get that into your paintings and into your scetches...
for the beginning that tutorial is one of the best to give you a little introduction on lightning, shadows, rendering etc
http://www.itchstudios.com/psg/art_tut.htmit helped me a lot and im still reading through it recently...
some crits on your pic....its quite flat...the colours arent that bad but since you stick too much to your lineart youre not concentrating on forming the volumes by using darks and lights...
try to get rid of the lines...or paint on a layer above it...it takes a bit practice but you will see what i mean..
hmm for the colours i would say try not to go that saturated...maximum 60-80% should do it...the shadows and lights even less...make sure that the midtone has the highest saturation
thats enough for now id say...
ah and btw with wich program do you draw?