Books

C++ How to program by Deitel and Deitel.
A great introductory text book which gives fair coverage of most topics.Weak on STL and exceptions but good on control structures,arrays,classes etc. Full of exercises.Comes with learning edition of visual c 6

The C++ programming Language by Bjarne Stroustrup.
This is a hard to read book that goes into good detail about programming portable code. Only standard functions used.Nothing OS specific. Leave this book for a while or you will just give up. Again full of exercises but harder than previous book.

Effective C++ by Scott Meyers.
This is a kind of 50 tips to be a better programmer book and is a must have as soon as you start oop programming. No exercises but lots of valuable information and as he has a good sense of humour its a good read too.

The C++ standard library by Nicolai Josuttis.
The best book I have read on the STL. Buy this as soon as you start to program with vectors,lists and deques etc. Full of code samples and entertainingly written.

Programming windows by Charles Petzold.
Eventually you will want to learn the win32 api. This book is the best place to start with that. All code is in C but thats no problem.

Programming windows with MFC by Jeff Prosise.
Sister book to one above. This time programming for windows using microsoft foundation classes. Good book but urge you to learn the api and read petzold before moving onto this one.