If you want to do programs with proper user interface, you should look into gui toolkits. WinAPI is a pain to use. While there are plenty of others, I'll just suggest Qt. I don't know if there any books on it, but I'm sure that the tutorials and articles they provide will be enough.
For this i would like to suggest you to go with these tutorial to learn these application win32 tutorial and direct x tutorial. These tutorial will increase your understanding about these application.
Actually developing GUI isn't a bed of roses for those who have done intensive GUI related development stuff. The coming of HTML revolutionize all that and make developing GUI on web-pages a piece of cake and all of a sudden you see lot's of HTML,CSS,Javascript developers on the Web bandwagon.
For non-Web related GUI, it is not that easy until you are comfortable with event-driven programming paradigm. Callback functions, handler etc are common concepts in most GUI toolkit.