Developers who use Visual Studio 2008 know that AJAX already built into ASP.NET for .Net 3.5 Framework. All they need is to get AJAX Control Toolkit.
How Do I: Get Started with ASP.NET AJAX? is an excellent video that helps to get started.
AJAX for .NET 2.0
If you are developing pure .Net 2.0 ASP.NET website or still using Visual Studio 2005 you need to get AJAX 1.0 and AJAX Control Toolkit for .Net 2.0.
AJAX Tutorials and Documentation
AJAX Website has extensive number of Tutorials and Control Toolkit has a sample website that will be very helpful to make learning curve shorter.
Deployment of AJAX enabled websites
Once development is finished and project need to be deployed to testing or production servers, install ASP.NET AJAX 1.0 on the server if you are deploying ASP.NET 2.0 website. ASP.NET 3.5 website will require only .NET 3.5 runtime installed on the server. There is no need to install AJAX toolkit as long as toolkit DLL is distributed in bin folder.