Microsoft has set up virtual labs for people to train on their new technologies, including SQL Server 2005. You can find them here.
http://msdn.demoservers.com
The labs I have taken so far are really good for an introduction to SQL Server 2005 and Visual Studio technology. These are Windows 2003 virtual servers with the latest CTP of SQL Server 2005, Visual Studio, etc installed. In addition to following the manual, you can play around a little during each session. It lets you experiment with 2005 without actually installing it on your machines, which can be a real treat if you don't have VMWare, Virtual PC, etc. ...