Back when I was still into programming, I got
this one for introductory C++ stuff (850 pages!), it was pretty good. It is structured much the same as David R's C++ in 24 hours recommendation (I have that one too), but goes in more depth. DO NOT get C++ For Dummies unless you know C already, it doesn't explain anything that's not new to C++.
After you get through that book, I would recommend
this as a good primer to Windows programming and 2D games. Finally, if you are interested in making 3D games, get
this one. Yes, it's focused on RPGs, but the first half of the book is an awesome DirectX interface introduction, and I learned quite a bit from the RPG half as well.
Those 3 books will run you $74.05 (£50.45) through Amazon, and you'll be well on your way to making your own games.
In the beginning, the Universe was created. This has made a lot of people very angry and has been widely regarded as a bad move.