I'm not sure what you mean by this but I'll give you a few answers:
To advance to level 2: You must complete whatever quests are available and kill enemies along the way. For help completing quests, visit http://borderlands.wikia.com/wiki/Walkthrough
To beat the game (Advance to playthrough 2) You must play all plot missions and open the vault. Once this has been done and you've defeated, well you know, you have to go to Tannis' Hideout in Rust Commons West and sell her the key. To get to Tannis' take the E Station to 'The Underpass' and then get in a car and drive down the hill and to the right. You'll see a fence and a small pondish thing, to the right of the fence is a path which leads up to Tannis'. For help, see the walkthrough.