i dont have the cd and i guess you can find free tutorials about nearly every topic somewhere. msdn and google were sufficient for me. there were some topics which i had problems finding code examples (cant remember what that was) but i finally found something in french (i dont speak french but i searched for a bit of code). newsgroups are also a good source.
bottom line is: i dont think you'll need a cd if you have some time to browse through some sites. there are so many tutorials available that you wont have problems to find something about 99% of the problems you encounter. for the rest theres still the forum here :) i'm sure everyone will be glad to help you if there is nothing available at the msdn page or google.

edit: some ppl also like to have books (the heavy paper thingies) but i always found that online tutorials were a better source because you cant search for words in a book.

hehe, I kinda got the same problem, but I force myself to just copy manually :)

their online tutorials are really good. They helped me a lot.