It is just fine to do that. You will gain valuable experience and make yourself more marketable. These people get angry because they did it the hard way and didn't think of a better idea first. They refer to it as "Paying your Dues", and think that everybody who doesn't do it their way is not worthy. The reality is, when you go for a job, nobody is going to disqualify you. In fact, you will be chosen over some MEI who flies circles around the practice area. Remember, seniority is everything, you don't want to waste time and get stuck in the right seat forever. Also, when you are flying the line, nobody will have the ballz to say anything to you for choosing a first officer program. So, go ahead, get your skillz on and go get that jet job. Good luck!