MSDE is a "light" version of SQL Server, meant to handle small (usually web-based) applications, or for prototyping / developing your system before deploying to live servers. MSDE is free, but you should be aware of licensing and other limitations of MSDE, before you decide to build and distribute applications which use the technology. See
Article #2343 for links and other information.
With that disclaimer out of the way, you can download MSDE directly
from Microsoft; you can also download it from the
ASP.Net Web Matrix project.
In addition, you can obtain MSDE from a variety of Microsoft products, including Visual Studio.NET, Office 2003 Professional, and any "real" version of SQL Server. There is usually a folder called "MSDE" or "MSDE 2000" on the installation CD.
Please see
KB #831862 for an update on the changes in MSDE 2000 Release A.