I have lost count of how many Visual Web Developer Express sessions I have done, and almost every one I mention this page on Microsoft where they have step by step instructions and tutorials.
The page for beginners that I have been mentioning for some time is located here: http://msdn.microsoft.com/vstudio/express/vwd/learning/
Also, check out this media resouce on ASP.NET: http://msdn.microsoft.com/asp.net/reference/multimedia/
Thanks for the patience.