here's a quick overview. Hopefully you understand classic ASP.
In asp.net applications, most developers like to separate code from design. That way the designers can work on the .aspx page, and the coders can work on the .aspx.cs page. With traditional ASP, you'd always worry about overwriting someone else's code because its the same file. Not anymore. What we do at my development shop is have the coders code in VS.NET after the designer (me) develops the interface and UI using photoshop/dreamweaver. I save my HTML files as a .aspx file, and pass it off to the coders. When i'm done doing UI, i start helping with the coding.
You can still embed server side code in your aspx page, but it defeats the purpose of "backend" code. Do NOT try to design interfaces by dragging and dropping with VS.NET. It's horrible at it. Remember, that it's based on the same HTML engine that frontpage came from. You can still code all your UIs in the HTML editor, though.
.NET is similar to VS6 in that it uses event procedures. For instance: create an aspx page and place a server-side control on it. Let's say we place this: <asp:button id="btnSubmit" runat="server" cssclass="buttonclass" />. It's just a button with a CSS class. Ok, now we go to the interface view in VS.NET and double click the button. It should automatically take us to the "code behind" page (.aspx.cs) with the event procedure already setup. It will say something like "btnSubmit_click" in the heading. You code directly in that space provided, and whatever you write will be carried out everytime someone clicks the button. Just like VS6. Remember that VS.NET is object oriented, so things will be slightly different than ASP 2/3.0 or VB6.
You can also try building applications with DMX, but its a bit harder. DMW gets your DB connections and everything up very quickly, but coding with it is like coding from notepad: you really have to know the syntax down pat, because it aint giving you any hints. I'd recommend using a combination dmx/ps7/vs.net development environment.