If you know what you're doing, you can use Eclipse or NetBeans as your C/C++ IDE, but the initial configuration might be a bit tricky.
And if you need to use Windows API you should get the free version of Visual Studio C++ (it is fully functional).
But the easiest option would be to install Virtual Box and with a copy of Linux (Ubuntu or Mint if you're a starter)- all the necessary stuff is already pre-installed on Linux. Just run a basic text editor (or a light-weight IDE like Geany) and you're ready to go! This way you will learn how to use command line and how to build and debug your programs manually.
Notepad++ or eclipse are my suggestions. Configuring eclipse can be a little of a hassle, but it's great once you set it up and it gives plenty of help for new programs. Notepad++ will just give you syntax highlighting, but will not give you any additional help
Notepad++ is very nice but you still need the whole tool chain to be installed and configured properly on Windows (Cygwin). That's why I think it is better to run a virtual Linux machine on Windows or just install Code Blocks which comes with Cygwin and just works out of the box.