windows visual programming
Borland C++ builder might be an easy way, but IMO it's not really feasible.
First, it uses VCL components, which are written in Delphi, second, its a non-cross-platform solution. Thus your learning gets spend on Windows programming only - and with C++ Builder only.
I'd recommend a more diversified approach. Use a portable crossplatform class library.
QT (by trolltech) for instance is such a beast and allows to write applications that run on Windows, Unix (includes variants as Linux) and Mac OS X.
QT for Windows integrates in MS Visual Studio (that's the way I tested it) - I don't know about Borland C++ Builder.
When programming for Unix, you might want to use the KDE-based KDevelop as an integrated development environment.