ASP.NET 2.0 New Multimedia and MSDN Webcasts
Visit the following link if you are new to ASP.NET 2.0 or want to familiarize yourself with some of the brand new stuff in 2.0.
https://msdn.microsoft.com/asp.net/learning/learn/newtodevelopment/default.aspx
Don't forget to visit the following walkthrough and quickstarts. The ones which begin with ASP.NET HOW DO I Video Series are really really great !!
https://msdn.microsoft.com/asp.net/learning/learn/newtodevelopment/default.aspx#Walkthroughs
They deal with creation of data-driven web sites, Master Pages and Site Navigation, creation of full-featured customer login portal, Form Building for a "Contact Us" Page, Membership and Roles, Profiles and Themes, Web Parts and Personalization, Caching (Part 1), Caching (Part 2), Localization, Tips and Tricks
Some more learning resources for Visual Web Developer 2005 can be found here https://msdn.microsoft.com/vstudio/express/vwd/learning/default.aspx.
Just in case if you still don't have Visual Studio 2005, you may download the express edition (which is free) from https://msdn.microsoft.com/vstudio/express/vwd/default.aspx