I started learning SQL Server with SQL Server 6.5. over 10 years ago
Back then you needed to have Windows Server.
My first attempts were pretty sad
I couldn't get anything to work
Then, I got a shot at SQL Server 7.0 in at a development shop I was working at the time
Then, I have gotten into SQL Server 2000 and had about 2.5 years on that

The great news is that I got a copy of SQL Server 2005 Developer Edition from Amazon for $50
I believe you can get the 2008 Edition for the same.
2008 from what I have seen has added a lot of the functionality that we like in Fox, namely record control and open curosors.

The really great part is you can intall it on Windows XP Professional.
That will greatly shorten your learning curve.
Other than the productivity that I gained from years of working with Fox, there is not much I miss.

As for .NET, I started that about a year ago.
I chose C#
I remember when I was starting with Fox, there really weren't many good beginner books
I'd work through the examples and for one reason or another the code wouldn't work

There are 3 beginner books for C# that I have found are excellent and gosh the code actually works when I run it.
They are:

(1) Beginning C# 3.0 An Introduction to Object Oriented Programming
by Jack Purdum

He has a PhD in computer science, ran his own software shop and then went back to teaching. He claims that he isn't the best programmer but takes pride in being a good teacher. Having read his book i'd say by all rights he should.
All the code is for C# Express. He explains how to download and install it.

(2) SAMS Teach Yourself C# in 24 Hours
by James Foxall

He goes more into building forms. His book reminds me of Les and John Pinter's FoxPro book which really got me going in Fox.

(3) Microsoft C# for the Absolute Beginner
by Andy Harris

He starts out working with a console application and explaining what constructors are.

Interestingly enough both Harris and Purdum are from Indiana.

Anyhow, I hope this might be of some value