I was in the same boat and now loving Rails. Here is the route I took.
Worked through a very good two part tutorial that starts here. This will give you a good grasp on the basics of developing a Rails application from beginning to end.
Get the "Agile Development with Rails Book" ... both the soft-bound and the PDF. A great book and I'm always going back to the PDF version as I develop my RoR applications.
A great set of free/paid screencasts that will help you out on everything from developing Rails apps to deployment etc...:
Download a copy of Netbeans (free) and use for your IDE. Will look very familiar to you as it mimics as close as any IDE the feel of Visual Studio. Its not the fastest (a lot of folks like Textmate for the Mac) but it works on Windows/Mac/Linux and has some really nice debugging features, intellisense and gui-driven dialogs that you'll probably be more at home with vs. running everything from the command-line/terminal.
Anyhow, all of that should get you going. If you are familiar with ASP.NET MVC then Rails will make even more sense as it heavily inspired Microsoft's MVC framework. The lack of VS caliber intellisense at first seemed a bit daunting but as you start to work with Rails you'll quickly see just how intuitive/readable Ruby is and you won't miss it at all.
Good luck