Microsoft's Beginner Developer Learning Center has some fantastic introductory learning material for Web and Windows Development. As part of that, C++: A Beginner's Guide by Herb Schildt, a step-by-step book ideal for first-time programmers or those new to C++, is available in electronic format for downloading.Bruce Eckel's two volumes of Thinking in C++ can be downloaded from the author's website.
When I was in college, Turbo C++ was the compiler/IDE we used. It is pretty light and available now in Antique Software section of Embarcadero Developer Network. Turbo C++ was originally built by Borland. It is currently distributed by Embarcadero Technologies, which has acquired all of Borland's compiler tools.
You can also use Microsoft's Visual C++ Express Edition for free
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