This shows a water shader. It's REALLY far from perfect because shaders v2.0 are extremely limited and I can't figure out an easy way to implement all I really need for a nice water.
You can dive underwater though, it's quite nice when the sun is moving around. ^_^
Use Alt+Mouse to manipulate the camera using MAYA mode.  
Use Alt+Shift+Mouse to manipulate the camera using UnrealEd mode (i.e. first person).
If you are under Linux and can't use the Alt key, push that button so everything works without Alt.