What is your goal shiner? Do you just want to dabble for fun or do you have some specific objectives?
If you are going to dabble for fun, I would recommend you start doing it in linux. Gcc/g++ is practically built in and you will be programming your first program in a matter of seconds.
In windows, you can definitely get g++ free. Standard way is to get cygwin which emmulates a linux/unix environment. It has its quirks but not too bad to get started.
The problem with the fancy shmancy Microsoft development tools is that they are VERY microsoft specific. If you specifically want to develop windows apps, then definitely Garo has some good pointers. But if you just want to learn pure C/C++ from the ground up, without the Microsoft MESS (ok they do have some good stuff), then starting with g++ and a simple editor is an excellent strategy.