Hi,
First off you need to install VS.Net 2003 or 2005. (VSTools for GP9 only works with VS .Net 2005). The installation cds would include the .Net Framework itself.
Secondly, this tutorial is pretty complete for the absolute beginner http://www.functionx.com/vbnet/Lesson01.htm. It explains the Visual Studio .NET designer and gets into coding in VB.NET in later lessons. From the .NET languages avialable, probably VB.NET would be best to start with. If you have previous experience in Java, C, or C++ then I would opt for C#.