1) Download the .net framework (version 2 is available, but it's still in beta and not much documentation is available)
2) Using various article's and tutorials available for free on the net, start coding in a text editor to get a hang of the language.
3) Unless you can afford VS.Net (which is the best), you can download one of a few free IDE's available on the internet (google)

You might want to go the long good way around and first get to learn a bit MSIL. I got a good book on programming the .net framework, which really gives you some good insight into the framework. PM me.

oh...welcome....no matter what they say about .net (especially some grumpy kids on here) , it's the best thing ever.