Another option is of course setting up your own webserver. If you're using any recent version of Windows(98+) it comes free with a webserver. The NT variants have IIS, while 98/98se/Me have PWS. Both ASP and ASP.NET come free with both, and ASP I believe is pre-installed on the servers. So actually running a script should be no problem at all.(unless you're running a *nix, but there is always Chilisoft)
As for the language itself, the first reponse mostly nailed it. Some concepts are very similar to PHPs, but some are almost alien if you've never used ASP before. Or in any case, it seems alien at first because you're so used to doing it a certain way. Like anything, it just takes practice. Learning your first language is somewhat easy, because you have no preconceived notions, but learning the second language is tough because you DO have preconceived notions, and you think you already know how to do everything.
PHP was my first language, so I always come back to it after my forays into other languages. I'm just more comfortable coding in it than any other. Oh well.