Microsoft released...

Microsoft Robotics Studio 1.0

...as freeware for personal or research use. The commercial license for the software is US$399. This release is a software development kit (SDK) for developing robotics software for a variety of hardware. The one most of us are probably most familiar with is the LEGO Mindstorms NXT kit which itself was just released this past summer.

The press release notes that this SDK can be used with the free Visual Studio Express languages (C# and Visual Basic) as well as the Open Source IronPython scripting language for .Net. This means that assuming you have a PC with Windows XP on it, the software needed to start tinkering with your robot is all free.