Hi,
There is no #include in ASP.NET. You must be thinking of Classic ASP
Yes, its worth installing Visual Web Developer 2008 SP1. If you are new to ASP.NET there is a lot of benefit to working with the source code to learn how to do things from existing code, like how to do data access and almost any other thing you would need to do, there are good examples of easy to read and understand code.
You can check if a user is in a role using:
using mojoPortal.Business.WebHelpers;
if(WebUser.IsInRole(rolename))
and you can check against a semi colon separatedl list of roles using if( WebUser.IsInRoles(riolestring))
Hope it helps,
Joe