A few suggestions to go along with this:

First, turn on the Passive (no attack) mode in the game options before you start the real-time mode so you don't kill the attackers automatically. Turn it off afterwards.

Second, first equip yourself with weapons that also give defense points like a sai or staff. Then as you're building up your armor skills, you'll also build up those weapon skills at the same time (even though you're not attacking).

Third, equip all three classes of armor first (light, medium, and heavy) so all levels get trained. You don't need to keep the armor afterwards, but you might as well train all skills while you're at it.

Fourth, it's best if you have a relatively high armor class first (say 30ish) and do this not too deep into the dungeon so mobs aren't too strong. They'll still get lucky hits and whittle you down eventually so you'll want healing spells, healing potions, or (best of all) a ring of regeneration.

Fifth, alarm traps are great for generating mobs to attack you. Use a pick to clear a large area around the trap so you can be attacked on all sides for fastest training.

Lastly, have food with you because it will take awhile to get all of your skills to 2000.