The supported platform for BizTalk 2006 is Windows Server 2003 and SQL Server 2005.
Some people have managed to get Biztalk 2006 R2 working on Windows Server 2008 and SQL Server 2008 but this requires a number modifications to the configuration – Ben Cline MVP has blogged about this: http://msinnovations.spaces.live.com/blog/cns!62E68922E47BC425!226.entry
You cannot use Visual Studio 2008 to develop applications for Biztalk 2006/R2. You can only use Visual Studio 2005.
Biztalk 2009 (currently in beta) will support Windows Server 2008, SQL Server 2008 and you need to use Visual Studio 2008.