If you've not started programming properly yet.
Then I'd suggest heading over to the XNA Game Studio area, it's a must for Game programming newbies.
XNA uses C#, which is good for begining game programmers to start with.
C++ is more for the Pro who want to write their own Game engine and start from scratch, whereas XNA gives you the basics so you can learn all the Game programming background in 2d and 3d.
XNA Rockstar over on the XNA forums made a good helper post for budding new game programmers - http://forums.microsoft.com/MSDN/ShowPost.aspx PostID=947086&SiteID=1 , which is worth a look as well.