As @Ryan Cook said, your IDE is fine.
If you've done web development ignore the rest of this, but just in case you haven't...
If you want to get into ASP.Net or web services, and you've never done web development, be sure that you understand the basics of web development. To be truly grounded, I'd look for an HTML for Dummies from about 10 years ago (when they still explained the limitations of HTML and the difference between server-side code and client side javascript, gets, posts, form handling and CGI, etc).
From there, you can start learning Asp.Net and have the grounding you need.
I love Asp.Net, but I see a lot of developers come from a non-web background who start trying to learn web development by jumping into Asp.net, and don't even get the whole stateless nature of the web, and get lost asking questions that are based on the lack of basic web development knowledge. Asp.Net is great in that it abstracts a lot of those details away from you, but it's still important to understand what's going on under the covers and behind the scenes.
Anyway, when you're ready to jump into Asp.net, this is a very good place to start: http://www.asp.net/guidedtour2/
You can go through all of the samples in VS Pro, so there is no need to get the Web Developer Express. (Web Developer Express is just a scaled down version of Visual Studio. The features that are in it are already in Visual Studio Pro, and they all work the same. It's just that the VS Pro version had a LOT more.