Project Euler is a series of challenging mathematical/computer programming problems that will require more than just mathematical insights to solve. Although mathematics will help you arrive at elegant and efficient methods, the use of a computer and programming skills will be required to solve most problems.
Bill Wagner started solving them employing new C# 3.0 features and post them in MSDN Code Library.
Follow his blog post series to learn them.
Of course it is preferable to try to solve them by yourself in order to tease your brain :)