I'm a huge fan of O'Reilly books and I've used
this one myself and have been quite pleased with it. It will give you a very good start on "the whole C#" thing, as will getting yourself a copy of Visual Studio .NET and just playing with it. I'm a big fan of C#, it makes Windows API calls a breeze, unlike trying to use kludgish solutions in C/C++.
If you need help, let me know. Best of luck.