Well yes, i know i will have to make other games before, i will make it when i am very confortable with pygame. I have some docs and tutorials, thanks for your help i will try making a pong game :)
Altought i have no idea now how to do it xD
The easiest way to go about is to break the development up into a series of steps. For instance since you mentioned in your first post that you made a bmp that is moved by the arrow keys, you could start with making the player paddle. You will need to know how to restrict the paddle so that it only goes up and down, and make sure it doesn't leave the screen. Then you could move onto creating a ball that bounces off the screen edges, and so on. If you want to make a complete game then you could keep score and have a high score table, and a game menu. Just take it one step at a time.