You can find an interactive tutorial for C# using Visual Studio Express here. This tutorial will walk you though the IDE, how to save data to a file and how to debug a program. It is all interactive and will walk you though everything step by step. At the end you will know how to write a program that duplicates a subset of the features of Notepad. It makes for an interesting exercise.
Thanks to Dan Fernandez who is responsible for getting this developed and making it available.