Windows XP Professional comes with IIS 5.1, which is a minor upgrade to IIS 5.0 for Windows 2K. When you install Windows XP Pro, you'll have to go and install additional components form the CD and install IIS.
Dreamweaver has had some issues with Windows XP, Microsoft issued a compatiblity release for that, so you need to check Windows Update. You need to do this after you get the inital install anyway. Go ahead and though and install everything of of the CD first, and then do the Windows Update. There's about 20MB of stuff, so it might take a while.
ASP.Net will work fine, but you'll need the .Net Framework SDK Beta 2 or Release candiadate. The production .Net framework will also be a free download.
Hope this helps.