I'm so confused!

I'm an ASP Classic developer learning ASP.Net 2.0. I have existing ASP Classic projects on a remote server that I want to convert to ASP.NET 2.0. The current code was written for Access, upgraded to SQL Server 2000, and is currently working with SQL Server 2005.I have SQL Server 2005 installed on my home development machine. Installing Visual Studio 2005 also installed SQL Server 2005 Express, so I have both.

I don't understand mdf files, or how to develop on my home machine and deploy to the server. What do I do to make sure the code connects to SQL Server on the remote server? Do I develop with SQL Server or SQL Server Express? I found connection strings to be so much easier, just have a set of connection strings for my development machine, and a set for the remote server, and comment/uncomment the strings as needed before FTPing the files up.

Also, will there be a problem with converting pages one or two at a time? Or do I need to bring everything into the project first?

Thanks!