First I'd buy a different operating system such as Windows 7 (or even 95).
Then I'd recommend either Code::Blocks or Dev-Cpp for starting off (Dev-Cpp does compile faster which is a benefit on larger projects but it can also be fairly temperamental)
When you get to bigger projects or perhaps working in programming then go for something more professional such as Microsofts Visual Studio Express 2012 (which is also free)
The Express version is free but does contain limits, you can't compile for 64bit applications and you also don't get an installer package for your finished products.