JedZL,
The best place to start is the web.
Check out GameDev.net for lots of articles. Also do a google search for game programming, you'll find a lot of info doing that.
I'd also suggest checking out your local book store. They'll have game programming books, but also general C++ ones. Effective C++, More Effective C++, Effective STL all by Scot Meyers are good for C++ programmers.
Start with something small, write a space invaders clone or something like that, then write a card game or the like. Work your way up.


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You can download a free version of VC from Microsoft (there is another thread currently active about the VC Optimising Compiler), or you can use GCC which is an open source C++ compiler. There are also some versions of Basic available, DarkBasic and one other I cant think of off hand.
(although irrlight has vb hooks in it through .net)