TheFLY:
I gotta disagree with a lot of people here saying delphi is not so supported...
The type of language you should choose, especially when not having experience with Windows Programming yet, is VERY important, although some people here seem to think otherwise.
It depends on what you plan to program. But in general, for a beginner, especially one that has knowledge of Pascal, Delphi is the way to go. You know the syntax, so its easy for you to use. There are also VERY big resources for Delphi and Borland C++ Builder:
http://community.borland.com/homepages/dsp/
I would not suggest MSVC++ to anyone starting out with windows programming. Get the hang of the basics first and then go deap into the API stuff, because IF you start using MSVC++ you should really do ATL/WTL stuff and NOT MFC.
If you WANT to use C++ though, go with Borland C++ Builder. It combines the easy drag and drop of Delphi with the power of C++.