Rick,
If youre looking at creating Windows apps in C++ for your own use, then you might be best off looking at something like C++ Builder. This is supposed to combine the visual appoach of VB with the C++ language better than Visual C++. I think you should be able to get a trial or educational version of this very cheaply.
However, comparatively fewer people use this comercially, and if you want to use C++, and work using C++ commercially when you finish studying, then you might be best looking at Visual C++, so you can say you have used this when you approach a future employer. You might find you spend a lot more time learning the "Visual" side of things (interfacing with the operating system) rather than the pure C++ that you have been doing with Linux.
As computers are getting more powerful, it seems rarely necessary to use C++ with its low level control over the machine for 95% of things, and you might be better off spending time learning a higher level language like C#.