1. microsoft visual studio express. but it's licensed so you can't make open source programs. read the EULA before coding!
2. borland c++ 5.5.1 32-bit command-line windows compiler. practically no help except from http://msdn.microsoft.com but comes with a debugger thankfully. older (2006) compiler, no TR1, C++ and STL are old.
3. mingw (32-bit, older version, no TR1) and mingw-w64 (better, 32+64-bit, has TR1, maybe Boost) . this is my choice of compilers. makes small executables. using my gw.cmd batch file, it can make windows 7/vista-compatible programs, and make the exe's monolithic.
see the page below, try pages in navigation to get the compilers and resources to make the compilers easier, and make mingw vista/7 compatible. have wrapper batch files to make compiling easier.