I'll just throw in a bit on the switch to a new development environment:
I used to be a Dev C++ user, and I was that way for years. Just recently, I moved to a Vista 64 bit OS to accomidate 4 gigs of RAM, and Dev C++ would not work with it. I finally decided to make the jump to VC++ 2005 Express, and it was the best thing I ever did, IDE wise. I used to have problems getting the Platform SDK with all the include files going properly, but this time, it worked perfectly. Go over to
VC++ Express and download it. This will be enough to work with Console programs, but when you move on to needing more include files, find the Platform SDK. For some reason, I am having problems finding it (No coffee yet this morning), so simply do a google search for "Platform SDK" and it should be one of the first links. It will be on the microsoft site. Good luck!