If you download an Express edition of the newly launched Microsoft Visual Studio 2005 within the next year, it will be free (in perpetuity, though the intention seems to be to charge for Express editions downloaded after November 7th 2006). If you're at all interested in tinkering at home with ASP.NET, C#, C++, Visual Basic or SQL Server, it's a no-brainer to get hold of the relevant edition. There are also some additional incentives to register.
I can't say I've tried the Express editions out myself yet but, whatever may be missing compared with the full-fat commercial versions, a dedicated IDE for .NET development, with online help and IntelliSense, will make a real difference to how approachable development is. You can also choose to use the command line tools that ship with the .NET Framework 2.0 and .NET Framework 2.0 SDK (downloads), and, if you're keen enough, you can investigate building cross-platform .NET programs using Mono.