This might answer a few questions for you. I have basically taught myself the majority of code and practice I know with the help of some instructors but I was always one or two steps ahead of my class so here are some of the resources I used.
Visual Studio 2005. Great compiler offered by Microsoft
C++ tutorials and resources offered by about.com
Xna is great and easy I highly suggest it. it has awesome tutorials and documentation. Also it lets you program for the Xbox360. It requires C# which is a mix of C++ and Java.
Hope this helps. Happy Studying