ASP is a very old server language from Microsoft, and is from the Visual Basic (5 & 6) family.

ASP.Net is Microsoft's latest web application programming in environment. It is not a language in and off itself, but rather a server based hosting environment for any of the .Net languages (such as VB.Net and C#) for serving content over the Internet.

VB.Net is Microsoft's latest version of Visual Basic, specifically re-designed...

It really depends on what you want to do.

If you want to write high performance applications for the Windows platform, then C# / .Net is the way to go.

Java really shows its strength as a cross platform development tool (not that you can't do this with C# - see the Mono Project), but is fading fast from the desktop scene, and is usually employed as a server side language (I just had a look at both my Windows and Linux...