1.) Most people don't have the $1,000+ to buy and install SQL Server. I'd begin by installing MySQL (FREE) or Access (most have it) and learn to query them. Aside from T-SQL, the queries are all the same.
2.) You don't install ASP.NET. Go to Microsoft and install the .NET 3.5 SP1 runtime. 3.) I agree with the W3School if your just starting out and don't want to invest any money just yet.
