Switch state interactive menu

I am attempting at making an interactive menu using arrow keys for a game I also attempting to create. I have already figured out how to "detect" arrow keys with in the console. using
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#define ESC   27
#define UP	72
#define LEFT  75
#define RIGHT 77
#define DOWN  80
#define ENTER 13
void clr();
void first(const char *prompt)
{
string A = "x";
   puts(prompt);
   for ( ;; )
   {
	  int ch = _getch();
	  switch(ch)
	  {
	  case EOF: 
	  case ESC: return;
	  case UP: A = "+"; cout << A; puts("UP"); system("pause"); clr(); 	break;
	  //case LEFT:  puts("LEFT"); system("pause"); clr(); break;
	  //case RIGHT: puts("RIGHT"); system("pause"); clr(); break;
	  case DOWN: A = "-"; cout << A; puts("DOWN"); system("pause"); clr(); break;
	  case ENTER: puts("ENTER"); system("pause"); clr(); break;
	  default:	if(isprint(ch)) putchar(ch); break;
	  }
	  
   }
}

int main(void)
{
   first("press a key to test, <esc> to exit");
   return 0;
}

Ignore some of that BS in there, also ignore the system(), it is temporary. I need some help on getting a menu looking something sort of like this:
-----------
*New Game
Load Game
Options
-----------
On arrow key down I want the asterisk to move downwards, but for the life of me I have not the slightest clue of what I am doing to make this successful whatsoever. If you have some advice or a link, it would be greatly appreciated. Thank you for anything.
p.s. If I am missing anything, please give me a heads up.
We are not picking on you, or dismissing your questions when we say that using the console for Game Development is a PITA. I tried to get this to work my self and it is just not worth it. You will honestly spend more time trying to figure out how to mash all of your functions together then it will take to learn SDL.
So it's not worth it? I really want to try haha. Is it possible to use the above in an IF statement instead of a switch? Also what is SDL, (noob question)?
SDL = http://www.libsdl.org/
SFML = http://www.sfml-dev.org/

The answer to your questions. SFML is easier and quicker to learn IMO but SDL feels more powerful. Six of one half dozen of the other I guess.
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