You can use either MSDE or Access. Most book examples use MSDE or SQL Server.
Yes, ASP.NET is very easy to learn. Especially if you had ordered a book like Beginning ASP.NET 1.1
from Wrox instead of the Sams book! (OK, I'm just poking some fun at my Sams friends. You see, Sams is a different publishing company and this is the Wrox web site for Wrox books. But I'm sure their book is fine too.)
Senior Acquisitions Editor
Wiley Technology Publishing
Jim's Book of the week: Beginning Regular Expressions