hi, I've made a little game in Blitzmax which I picked up pretty well. I now want to move to something in C++ for the sake of the industry. Basically I want to change as painlessly as possible, be 2d based and be in C++ or C#.

Obvious options are Allegro, SDL, or what looks to be the best SFML (and I'll be using box2d).

However there are whole engines out there and wouldn't mind some opinons on these (you can google):

Angel Engine
Frank Engine
Indielib
Orx Engine
Polycode
XNA


Any help would be awesome peoples!

I can give you an opinion on XNA(didnt use the others).
XNA is pretty easy to learn and you can get some good looking results
without to much complex coding. You can also port your XNA games to the Xbox 360 if you want.
So i would say go for XNA(with C#), but again i didn't try the others which you listed.

Never be too quick in programming,
First try out any libraries and make some indie and arcade games, Learn from the games, once you've grasped all the basics, start coding something like a platformer or a shmup, It gives you a perfect example on what error making is.
SDL, SFML are two choices, they are great libraries, never mind about the libs, Just try to focus on learning
Then you can move to engines etc..