Do you want to just learn C++ or use C++ to interact with Vista components? The title of your question says Vista but your description is asking which IDE to use.
I agree using Visual Studio C++ Express is a great place to start. It will basically give you the foundation for writing Windows Apps with C++. You said you're from the JAVA world and if you have experience with C# or VB.NET, don't expect all the designers and wizards to be here in C++. Anyone who had done C++ GUI work knows that this isn't always the case. Not to discourage you, there are designers, just not for everything.
If you want to learn how to interact with Windows through C++, the VC++ main site is here, and the how-do-i videos here, also download the feature pack if you haven't installed SP1 yet is here, besides ribbonizing MFC, they've included Boost in the STL, which is awesome. And finally, the guided tours are here.
Also, you don't technically need MFC to write GUI applications, you can call Win32 API functions directly, but MFC is a foundation and will help.
That should get your started. If you need more help, just post a comment.