- "The C++ Programming Language (Special 3rd Edition)", Bjarne Stroustrup - I wouldn't exactly call this a beginner book. This was the book that taught me C++ but a lot of stuff was well over my head in the beginning since I had no prior programming background. I still use this book for reference and probably always will.
- "Thinking in C++ 2nd Edition", Bruce Eckel - There are 2 books here, Volume 1 and Volume 2. Both of these books are free to download (I believe you can purchase physical copies as well). I've read both and for free books, they aren't too bad. Quite a bit easier than Stroustrup's although these won't become reference books.
- MSDN Library - For all things Windows-related. The August 2006 MSDN Library was posted as a free download. It can integrate directly with Visual Studio 2005 or be used stand-alone.
- CodeProject - A lot of Windows examples for a wide variety of subjects.