Lionking and nims11 have suggested two diff. things.
May be that's why you are confused.
If you are looking for frameworks to develop GUI Apps, say like Visual Studio, you are probably looking for what nims11 have suggested, i.e. Qt.
And if you are looking for learning Graphics Programming (Core Level), like Drawing Windows, Buttons yourself by probing the Graphics Driver, then you are looking for what LionKing have suggested.
You can also use VC++ to develop GUI Apps like sakumar suggested, it's somewhat like developing GUI Apps using VB.NET / C# in Visual Studio. (May be, I'm not sure about this

)
So, both are diff things, and you choose depending upon your requirement.
If you just want to simply develop GUI Apps without much headache then Qt / VC++ is the thing you are looking for.
Or if you are in to graphics programming then go for what Lionking has suggested, you can also do the same thing in VC++. I guess that's what we call VC++ Win32.
I havent used MS VC++ a lot but from what I understand, VC++ should be very different from .NET framework or any other language in the framework like VB.NET C#.NET haskell etc..
for 1 thing it is the only language available independent of the Visual Studio.
Developing apps in VC++ is nothing like developing apps in VB.NET or C#.NET.
VC++ is not a RAD language. u want to draw a window? u have to write code for it! While C#.NET & VB.NET are more like paint brush with dimension's.
Comparing TrollTech Qt to VC++ - not right bro.. both use different API's!
I did not suggest graphics programming at all??!?!?! Although with my approach you can go for DX10/DX11 programming too but that's a totally different thing, and beyond the scope of discussion for this forum....
yes I did suggest the Win32 API or Windows 32bit API.
On Windows API are Microsoft Foundation Classes(MFC) based using which you write your code in VC++.
@OP - Going for MFC without learning API is like trying to understand words when u dont know ABCD... Not possible. Even if you succeed to some level, you will have problem to debug.
You should go for Gtk or Win32 API. Also you should start by downloading DJ Delories or Bloodshed.... I did guide you from where to start... once you use them a lil bit ull know what ure dealing with.
But to be more honest with you, you will find it difficult be able to do Gtk or Win32 API.
So in the end you should go ahead with JAVA or VB.NET. (Sorry C# dont make no sense to me!!)
Enjoy!