What do you need to download ?

.NET 3.0 Framework
http://www.microsoft.com/downloads/details.aspx?FamilyId=10CC340B-F857-4A14-83F5-25634C3BF043&displaylang=en
SDK for Windows Vista & .NET 3.0 Runtime
http://www.microsoft.com/downloads/details.aspx?FamilyId=C2B1E300-F358-4523-B479-F53D234CDCCF&displaylang=en
SDK .NET Framework 3.0 Samples
http://www.microsoft.com/downloads/details.aspx?FamilyID=22b58b6c-8f98-40d0-880d-c3339c5da01e&DisplayLang=en
Visual Studio 2005 extensions for .NET Framework 3.0 (WCF & WPF), November 2006 CTP
http://www.microsoft.com/downloads/details.aspx?FamilyId=F54F5537-CC86-4BF5-AE44-F5A1E805680D&displaylang=en

The SDK examples are essential in my view to getting yourself on the road. They are not the best documented bits of code I have seen but in most places give you simple examples of aspects of the WPF and are significant in number to make for an invaulable resource.

Some questions I had...

What systems I can run .NET 3.0 on?

Supported Operating Systems:
Longhorn (Windows Code Name) ;
Windows Server 2003 Service Pack 1;
Windows Vista;
Windows XP Service Pack 2
What systems can I use WPF on ?
Systems that run .NET 3 will run WPF
Supported Operating Systems:
Longhorn (Windows Code Name) ;
Windows Server 2003 Service Pack 1;
Windows Vista;
Windows XP Service Pack 2

What other resources are useful?
http://wpf.netfx3.com/files/default.aspx

The NetFx website has some really useful starter guides and labs on getting useful started in WPF layer.I used this the labs to get a simple application up and running.
My current view is that the designer that is cider is not all there but is good enough for you to get some a basic idea's what you are building in XAML and what it will render out to. Don't expect though a all singing all dancing tool, that just not the case. But the beauty about the situation is that it forces you to learn the inner details, something that just get lost when you use a designer. For a new person with little or no .NET experience it will be a very painful experience, purely because the documentations should be better in places. But the starter guides on NETFX3.com are excellent starting place to reduce the hair loss.