Live exercises represent a valuable tool to teach the practical aspects of security and the dynamics of network-based attack and defense techniques. However, these exercises are very difficult to organize and execute. For this reason, there are very few courses that offer live exercise as an integral part of the class work. This paper describes a series of live exercises that have been used in a graduate-level Computer Science course on network security. For each exercise, the setup, execution, and lessons learned are discussed The intended audience of this paper is represented by instructors - especially in colleges and universities - who want to start using this type of instructional tools but have no experience and are unsure of the possible pitfalls in their implementation.