I bought Sam's Teach Yourself C++ in 24 hours. Probably it wasnt the best book..... (It was the only available book in the shop).
With it and xoax.net (video tutorials), I was finaly able to compile and run my applications.
I used the lessons to learn how to program and then I would apply my new knowledge by building something small.
As I got more confident, I started making my own text based games. The book became a reference when I got stuck.
Like Kimmi said, its much better to learn something by appling the knowledge to a project.
Start small with console based applications to concentrate more on the standard library and the languange.