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Database development

I need to start learning to develop databases for my website that's on a windows server.  Can anyone suggest a book that will take me through installing the development tools on my computer to working with my hosting service to make the proper adjustments to building the database?
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Those are good suggestions but you mention a Windows server.  If you have Windows 7 Pro, you can install IIS7.5 which is part of Windows 7 and use it as your web server to prototype your applications.  You can also install SQL EXPRESS 2005 or 2008 or 2012 for a Microsoft database.  For ASP.NET development, you will want Visual Studio 2010 or 2012.

http://www.microsoft.com/sqlserver/en/us/editions/2012-editions/express.aspx
http://www.microsoft.com/visualstudio/eng/products/visual-studio-express-products
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<No Points wanted>

I'm with the Experts here who recommend *first* learning how to develop a database.

Working with your hosting service to get the site working on your site is an entirely separate issue.
And will depend in large part on what technology you decide on for the Backend and what you use for the front end.
Questions like Concurrency, Cost, Updatability, Security, are all separate issues.

If you focus first on the database development you will have a solid platform from which to build everything else.

JeffCoachman