The first thing you should probably do is download the code for this book from the Downloads section of the Apress Web site (http://www.apress.com) or from http://www.contentmgr.com. (Contentmgr.com is my personal CMS site, which I developed in my other Apress book, Real World ASP.NET: Building a Content Management System. On this site, you can post error notices, fixes, other examples, and so on.) Most of the code in the book is listed in its entirety, but some of the larger programs (in particular, the Windows Forms applications) list only relevant code.
In addition to the source code, you should have a copy of Visual Studio .NET 2003 final beta or later. As long as you have the .NET Framework version 1.1 and its associated C++ compiler, however, you should be able to build nearly everything in the book (though with a lot more effort).
This book contains material that isn't supported in Visual Studio .NET 2002 and the .NET Framework 1.0.