One of the useful new controls in ASP.NET 2.0 is the <asp:wizard> control, which allows developers to easily create multi-step UI (with built-in previous/next functionality and state management of values).
There is a nice 14 minute online video now available that walks through how to build an ASP.NET 2.0 application from scratch that provides a customer online signup form system using the <asp:wizard> control, the asp.net validation controls, and the new System.Net.Mail mail library. You can watch it being built from scratch and learn the high-level concepts of how the Wizard control works here (to find other short task-focused videos in the new ASP.NET 2.0 "How Do I" series click here).
Here are a few other articles you can read to learn more about the <asp:wizard> control and how to take advantage of it:
Hope this helps,