The .NET Framework is a component of Windows which supports developing Windows applications. You can find it all versions of the .NET framework installed on your computer in the %WinDir%\Microsoft.NET\Framework directory.
Please check out
this article for more information on what .NET is and how it will help you. When I first learned about it I was absolutely taken by how amazing this framework is...a lot of thought has been put into it to give developers using different programming languages have a common ground.
All the information you need go get started in .NET (concepts, patterns, controls ect.) can be found in the
MSDN Library. This resource should get you pointed in the right direction. I recommend bookmarking the MSDN Library and using it as your primary resource when developing in .NET.
It is strongly advisable to use
Visual Studio when developing an application in .NET. You can download free "express" versions, or buy a full version.
When you run into problems with your implementation come back to the
.NET forum and we'll help you out.
-Frinny