I wholeheartedly agree with sblanch, if you try to get into windows programming too soon you just get discouraged at the amount of work and understanding requiered. And adding DirectX just adds to that burden.

You may get much better motivation just from simple console based programs that needs a lot of thinking. They are generaly simple, easier to make and you can polish them and change things gradually. Once you are satisfied with it, you can go and do something else or try to get your fully working program working in windows. May not be the fastest, but good for learning and staying motivated. In my humble opinion, it is also more fun when it works and you understand then when it doesn''t and you only see things. Take it for what it''s worth.