Some compilers and IDE's and Editors:
Visual C++ 6 (IDE from Microsoft)
Visual C++.NET (IDE from Microsoft; requires the .NET framework)
Bloodshed's DEV-C++ (free or donation)(IDE)
GNU g++ compiler and tools (You will need some editor)
Cygwin (A port of GNU g++ compiler and Unix utilities for Windows;
not an IDE. You still need an editor. Has a debugger, but it is a
stand alone, not integrated.
Emacs: An editor; but can be configured for use with g++ and its
debugger to provide an integrated environment of sorts.
Textpad: An editor; better than notepad. It can also be configured
to use the g++ compiler. Doesn't provide support for the debugger.