The praises haven't been sung loud enough for MSDN Virtual Labs, and I intend to do my part to correct that.
So, what is this? It's a part of MSDN where you can go through a "lab" online without messing your environment. A lab is typically a walk-through exercise that show-cases some technology, an API, a product, or some such thing.
The cool thing about the "virtual" labs is that you don't need to install anything on your machine. Install, when you choose a lab, you are provisioned with a virtual machine and the browser becomes a terminal services client for it, so you get a machine "in the cloud" that is fully set up with all the software that you need. This means that you can get to try things like an Exchange Server on a Windows Server, even if you're just connecting from your regular Vista machine at home.
An good, overlooked point is that you get a real-deal machine image, so after you're done with the lab (or even during the walkthrough) you can go try other things, try variations, or play with the software.
All in all, a great way to learn about products and APIs you're unfamiliar with, without having to mess with your local machine.