Check this out, a series of 4 tutorials from IBM describing how to use DB2 UDB v9, the new release of its database,(previously code-named "Viper") with Microsoft Visual Studio 2005 and .NET 2.0.  Cool.

Use the DB2 native XML data store
Create a web App using DB2 v9 and .NET
Create a Windows Forms app using DB2 and .NET
DB2 v9 setup stuff