I'm always going to recommend these two books:
Beginning C++ Through Game Development 3rd Ed. (I have the 2nd Ed. but not much has changed at all):
http://www.amazon.com/Beginning-Through-Game-Programming-Third/dp/1435457420/ref=sr_1_1?ie=UTF8&s=books&qid=1292633010&sr=8-1
C++ A Beginner's Guide (If you read the above book, start at chapter 8 in this one):
http://www.amazon.com/Beginners-Guide-Second-Herbert-Schildt/dp/0072232153/ref=ntt_at_ep_dpt_5
http://ref.darkgdk.us/ <- Online DarkGDK Refernece. More content coming soon.