What software should I have in my computer to learn ASP.Net.
If what you mean by software is VS software products, you should have visual web developer or MS Web Application projects in your VS to learn ASP.Net(which is I think already installed on your PC since you have VS2008). To check, Go to Help->About VS then check for the installed products.
What is Visual web developer 2010 and IIS?
Visual Web Developer 2010 is an Express Edition of MS that can be used to develop web applications. IIS is a web server that has application features that is usually installed in Windows platforms(Im not sure if it can be installed on non-Windows). In a nutshell, it is where you deploy your web applications.
My answers are so lame. Google answers better. :P