If you're going towards game industry, I think C++ is a better choice if you plan on working on large-scale games (Doom, FIFA, Unreal, GTA, etc...) and not small internet games (in that case, learn Flash).
I think most of there games are programmed with C++.
Today, C# is too slow for serious games (since it runs through an extra layer called CLR), but since you're 14 - things might change until this becomes relevant and who knows? Maybe C# will be in use for serious games by then.
Still, I wouldn't bet on it and it is important for every programmer to know some almost low-level programming (Assembly is also important but I'll let it slide) such as with C and C++ (I would recommend C, though, for procedural programming and C# for learning Object Oriented Programming).
So, to make a long story short, I think you should learn C++ - if you are to choose between C++ and C#. If you have the time and will, learn C first.
No matter which one you choose, you can download the environment from here:
http://www.microsoft.com/exPress/download
Good luck.