After an interminable download, I finally installed the November CTP version of Visual Studio 2005. The first part of the install - the actual IDE - went without a hitch. The second part - MSDN Library - didn't go so well. It complained that Windows XP SP2 was a requirement for the MSDN Library install. Huh? Visual Studio doesn't require SP2, but the help does? Weird. I'm doing this all in a VM, so it's not really a problem to install SP2. It just seems like an odd requirement.
UPDATE - After installing SP2, the MSDN library wouldn't install - it complained about requiring the .NET Framework 2.0, and claimed it wasn't installed. I backed out the whole thing, installed SP2, then re-ran the entire Visual Studio install. It worked fine this time. God I love VMWare.