I agree with debiguana start with C#, it was developed specially for .NET.
I think though that you should reconsider the software you're using as it is very out of date, 5 years to be exact and there have been a lot of changes since them. You can get Visual Studio 2008 Professional Edition Academic version for under £100; it's no different from the full professional edition except it is for learning purposes (might get it cheaper on ebay). You'll gain numerous benefits from doing so including the invaluable intellisence feature. If you don't want to splash the cash you can download the express editions for free from here:
They don't have all the bells and whistles of the full versions but they are free so a good start.
Regarding learning you could do a course, but I'd recommend a book and use forums when you get stuck, it's much cheaper and more thorough. Check out Amazon just enter c# and check the customer reviews, if loads of people are saying this book is great then you know you've found something worth buying, however click the name of several of those making great posts because if you find they have only ever reviewed that particular book then it reeks of the companies marketing department promoting the book rather than real users; hey it does happen for all books on all subjects believe me. I can't recommend enough reading reviews by buyers for other reasons as well, for example I'm reading an Apress book on C# 2008 for professionals. The book claims beginners can use it but trust me they can't, not in a million years, it is definitely for experienced users only, so don't trust the marketing blurb.