After realizing how popular the free edition of Visual Studio 2005 was, Microsoft decided to keep creating the "Express Edition" of their Visual Studio series. The free version are missing a couple of the more advanced functions, and is meant to fit the hobby-programmer or student. There are several packages, the Visual Basic Express, Visual C++ Express and Visual C# Express are IDE (Integrated Development Enviroment) for the languages Basic, C++ and C#. And then we have Visual Web Development Express, a program for designing Web Pages. And finally you have the SQL Server Express, for those interested in setting up their own Microsoft SQL Server.
When you install Microsoft Visual Studio 2008 Express Edition, you'll first need to download one of the installer-programs in the dropdown list below. This program will then get the software from Microsoft and install it, and in this way ensure that you always get the latest edition.
Each program is downloaded separately, so there is no need to download the IDE for a language you have no interest in. Microsoft Visual Studio comes for Windows XP or Vista only.