In my experience, most books don't seem to cover IDE setup enough, so here's my suggestion:
If you're using Windows, try installing Code::Blocks with the MinGW compiler.
http://www.codeblocks.org/downloads/5
It's the second download under "Windows".
Use the default installation options.
Now try something like this:
0. Run Code::Blocks
1. Create a new, empty project. Call it whatever you want, maybe "project-1"
2. Create a new, empty file. Call it "main.cpp"
3. Enter the traditional "first c++ program":
CODE
#include <iostream>
int main () {
std::cout << "Testing..." << std::endl; // Make sure this is a lowercase L, not a 1
return 0;
}
4. Click "Build -> Build and Run" or press F9.
If Code::Blocks opens a console windows that says, "Testing...", then your program works.
Now find any C++ book that your library or bookstore has, and read through it, trying all the examples and reading the text.
If at any point something unexpected or confusing happens, ask for help. Ask Google first. Then ask us. Maybe even ask a C++ forum, I think www.cplusplus.com has a decent one.