VB is great if the program doesn't have to do much, and you don't mind having little or no controls over many aspects. I.e. if you have a simple job to do and you don't care how it is done, VB may be for you.
C++ will let you do just about anything on Windows that Windows can do. (Every now and then you might need a line or two of assembler, but 98+% of C++ programmers don't.) C++ comes in many differnt flavours. C, C with classes, C+, C++ and advanced C++. Most C++ programmers are somwhere around the C+. They uses classes, might touch a template every now and again.