Microsoft Embedded Visual Tools 3.0 Download
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Visual Studio Express should be enough for a beginner. If you are a student, you can also get Visual Studio Professional for free. Of course, Professional has more features, but again, you don't need them yet.
Visual Basic, C++, C# are different programming languages.
I would suggest to learn to C++/C#. After a year or two you will see that it is a better choice.
Try this link:
http://cobweb.ecn.purdue.edu/~vip/download/EN_WINCE_EMBDVTOOLS30.exe