It is not "cheating"(actually it really depends on your perception of cheating, so for you it may be cheating depending on your goals). I would advise learning C++ "in depth", http://stackoverflow.com/questions/388242/the-definitive-c-book-guide-and-list , pick a good book and finish it (most important pick a book that you like the style of writing and way of explaining). If you feel so bad about using SDL or whatever you can always try DX or OpenGL, while you would probably need a lot of time to learn it, I believe it is worth it, especially if you like the technical side of things. It's gonna be harder and take a lot more time and effort than using some engine to make a game though. However, if that doesn't seem that bad to you, and you like the journey as much as the goal, you can always opt to go for DX or OpenGL - it's pretty interesting and you learn a ton of things along the way. There are plenty of tutorials on the net (along with the DX SDK there are beginner tutorials in the documentation too):
http://rastertek.com/tutindex.html
http://www.braynzarsoft.net/index.php?p=DX11Lessons
http://www.opengl-tutorial.org/
http://www.arcsynthesis.org/gltut/
And plenty of good books:
http://www.opengl.org/documentation/books/
A word of warning though - you should learn C++ well before doing that, otherwise I believe it will be too hard learning both DX/OpenGL while learning C++. You'll probably also need some basic knowledge of math (and hopefully working with DX/OpenGL you'll start liking math even more) - for example matrix transformations, vector operations etc., and if you decide to delve even deeper sooner or later you'll need some calculus, tensors, spherical harmonics etc.(basically you'll need some math that is needed in physics).