Hi Andy,
i feel that you have stepped over the stairs, one too many...;-)
you need to firslt learn to write windows programs, and then start learning Windows Game Programming... Game Programming in Windows delves into topics such DirectX API's and may be OpenGL... So i suggest you keep your WindowsGame Programming aside for now and then start writing small windows programs...i strongly feel that you have underestimated Windows Game Programming...
Even a journey of Thousand Miles must begin with a single small step...
cheers,
sgopinath.