DJGPP would be my choice too. GNU tools might be a little scary for newbies, though (djgpp originates from UNIX background, as it is GNU C (gcc) port to Windows).
If you go with DJGPP, there are several windowing toolkits available, even under Windows. Most of them are ports from UNIX - like GTK+ (and its C++ wrapper, GTK--) and QT (commercial).