In agreement with comments already made - get an Empower subscription, it's geared up towards people like yourself. As I recall, you have 2 years to bring a product/solution to market (where market is very loosely defined) that uses some element of MS technology (again, where this is quite loosely defined). In return for quite a modest outlay, you get MSDN, a bunch of OS licenses and access to development tools and end-user application programs (XP, Vista, Office being obvious examples).
For instance, I develop in Delphi but write code to run on SQL Express 2005 and full-blown SQL Server 2005+, and this entitles me to purchase an Empower agreement. I get all the goodies, plus things like Visual Studio, SQL Server, Office and OS licenses. If you don't bring a solution to market in the time allocated, you can pay to extend your agreement or... well, I must admit I'm not sure. It's hard to see what bad thing can befall you if you try to produce something but ultimately fail - it's the American dream, right? You have to stop using the software at the end of the period, etc. :-)
If you want to develop for desktop Windows you really need some level of MSDN access, or a good broadband connection and some patience while you access the online materials. Empower is a fairly pain-free method of getting your hands on all the best tools for very little outlay indeed - you end up with a large pile of DVDs and CDs, and a few updates during the year. I'd say it was an essential purchase - particularly if this is viewed as a career investment, or some element of training or progression. It's not a lot of money at all (I speak as an ISV - everything I have to pay out truly comes from my pocket!).