I got my Win32 experience from Forger's winprog tutorials. It took me almost a year to master that, and let me tell you, I wasn't a C programmer at that time, but now I am. Also, whilst going though them, buy a copy of ANSI C programming by Ritchie and Kernighan II edition.
Use Visual C Express for a start. I write my Win32/C programs using Windows SDK terminal now.
