Bought a book in the Head First series about C#. The command to output text that they keep using in the book is"text"). However in order to work for me I need to do Response.Write("text"). Is this because I downloaded Visual Web Developer instead of Visual Studio? The project I created is an ASP.NET Web application. So this uses a totally different syntax than what's being taught in the book? Should I just return the book?

An ASP.NET web application does not use messageboxes. That is something for a WinForms or WCF application.

While C# is one language, there are differences in the implementation of certain procedures and other code when you compare a console vs web application. If you are interested in web development, you should buy a book for

MessageBox is not "C#" it is part of the .NET class library. Yes you need to either swap the book for an ASP.NET one, or get Visual Studio C# express. You can have both Web Developer and C# Express installed at the same time if you like, I do.