Did you know that you can get a suite of powerful compilers for free?
If you want to learn or use C++, C#, Visual Basic, SQL, or Java (called J# by Microsoft), you can download Microsoft Visual Studio 2005 Express Editions (usually known just as Visual Studio Express). You can download one language module or download them all, for totally free!
Here’s the link: http://msdn.microsoft.com/vstudio/express/downloads/default.aspx
After you download, you need to register to get a license key plus some add-on goodies (at no charge).
These Microsoft compilers come with the Visual Studio integrated development environment (IDE) which will take some time to learn. You should be able to figure things out quickly. If not, you can search on Amazon.com for books (just click the link to do the search).