which one first? xml? html? asp.net or java script/dhtml?

To run ASP.NET you need to has an account to access a server that support ASP.NET or you can install server software like Microsoft IIS

HTML first. Then, if you wish to manipulate the loaded page (client scripting) learn Javascript, and take my advice - AJAX is the hot spot nowadays. Or, if you wish to manipulate databases, process logins, do all the stuff that is automated and requires programming, use server scripting such as ASP.NET or Classic ASP or PHP. I used to learn both server and client scripting hand in hand. XML is just additional tool, kind of human-readable database.

html was first if I am not mistaken Now none of those need compilers, they can all be coded through notepad but that is not the easy way.

Hi, I guess you want to be a web developer, right? I suggest that you could learn HTML first. It's very important to web developer and it's a core web technology. You do not require any compiler to run HTML just open it by browser like Firefox or Internet Explorer. After you understand HTML, you can learn scripting language such as Java script or VB script. These are scripting languages that run on browser. Specifically speaking, these scripts run on the machine of web page viewer. They also not require compiler to run but your computer has to installed Java runtime environment. For ASP.NET, it's server-side script. That's mean it run on server machine then send a result to viewer. To run ASP.NET you need to has an account to access a server that support ASP.NET or you can install server software like Microsoft IIS (Internet Information Services). For XML,it is a language to represent data which is used for transfer data across applications or platforms. So, It do not require to learn if you plan to develop website that do not transfer data with other applications.

you want to have a strong standing in HTML before you branch out into the others. Dhtml is just a modified version of html, and XML is a lot like stylesheets for HTML. ASP and Javascript I don't really know much about, but I don't think either require compilers, I think you just write it all out in a text editor like notepad and save as the appropriate file type: I use EditPad Pro for this purpose. But yes, straight normal HTML is your best first step, and it's a LOT easier to understand.

HTML is definitely the starting point. You don't need any specific software for this (just Notepad and your browser), but I'd recommend Dreamweaver.