I have made the transition between these languages fairly easily(though not complete, still got more to learn). However you need to be very used to using the Windows API in VB if you want to make an easy transition to C++. As far as im aware most commands will work in both 32bit Console and 'real' windows programs As the console can still access the windows API. There are diffrences but they aren't huge.

Good luck with learning C++ you will enjoy the speed advantages you will get! VB seems soooo slow in compairison.