Which is which?

Hi. I have been coding in c++ for a few months now, and am ready to slowly move out of the console environment and into windows programming. The problem is that I do not know which path to take, and which one is which. Win32, MFC, Windows Forms, or CLR, or SDK. I have looked up all of these, and the definitions are far too technical and reference each other. I can not seem to find an answer on Google anywhere for which is the best, or which one I should start with. I would simply like some guidance as to what is what, so that I can learn how to do basic windows programming. For instance, is the "Winnie" program provided in the source code section of this website written in win32, windows forms, MFC, or CLR? Also, many of the examples I have found seem to be only written in c, not c++. It seems like Win32 is the lower level, and that everything in the others can be done in Win32 but with having to know more code. Could someone advise me with which one to start with? I am using Visual Studio C++ 2010 Professional.
If you want to create Windows programs, you should not use C++, but C++/CLI or better yet, C#.
In case you want to stick with C++, then Qt is probably your best bet.
Win32 is the core C API of Windows
MFC is a C++ wrapper of that API
Windows Forms / CLR are for .Net languages ( such as C++/CLI or C# )
SDK is a general term

You can use WinAPI in C++ as well as in C
just posted an extensive reply on this here...

http://www.cplusplus.com/forum/windows/31963/
Wow, that link is very informative, as is the other replies. While it looks like MFC and Windows forms would make things easier, I feel that I would be "cheated" so to speak, as I don't get to see whats going on behind the wrapper. It looks like Win32 is the way to go for now. Thank you.
I just checked out that 'Winnie' program you referred to in Source code. Its an example of a 'homemade' class framework wrapping your basic SDK style Api program. These are fun to play with.
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