I have recently started to develop a course for learning how to develop web applications in ASP.NET. The first topic introduces ASP.NET, covers its capabilities and guides through the steps you should follow in order to develop a simple ASP.NET web page. You can download the slides of this topic and watch the video clips available below. I believe they will assist you with doing the first steps.
The professional version of this course will be available at www.xperato.com. The community version will be available for free personal and academic usage at www.abelski.com.