>>Alternatively, install Visual Studio 2010 and start developing windows, web, silverlight, windows phone, and console applications (among others).
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>You're the first for advice VS. What I'll use if I write web application with VS. Just use C# enough or I need to learn some other tools?

C# or VB - either works well. C# is probably a little more familiar when coming from VFP.

You'll need to understand how ASP.NET (that is the web code) works. It is a very different environment than windows. An understanding of what session state is and why it is needed will get you a long way. Here's a start..
http://msdn.microsoft.com/en-us/library/ms178581.aspx

There are a lot of additional technologies that can be used with ASP.NET - javascript, jquery, etc. You don't need to worry about that to start. ASP.NET server controls actually generate a lot of javascript, but you don't even see it unless you really want to.

I'd try watching some video tutorials on ASP.NET development to see how to put together a web application. There are a lot of good books as well.

Web development is not an easy jump from VFP. The VFP based frameworks for web development hide a lot of complexity, but you're left still using an obsolete technology that will bite you eventually.

Visual Studio really is a one stop shop for web development - it has all the controls, language, intellisense, debugging, and visual tools you'll need all wrapped in one package, plus it has a huge developer base and tons of resources to help you get up to speed.