Personally, I don't suggest any of the Dev-C++ IDE's. I've used Bloodshed up until they stopped updating it, then switch to MSVC++, and now finally to Code::Blocks.
I personally recommend going to http://www.codeblocks.org/downloads/26,
find you OS from the list and download the version that says mingw-setup at the end. This is crucial since mingw includes a compiler. If you don't get a compiler with your IDE, you're essentially looking at a fancy notepad for C++ that can't do anything.
As for learning the fundementals, there are plenty of sites that you can find using Google, but I suggest the one here on this site. It's located here: http://cplusplus.com/doc/tutorial/.
Once you have read through that, post back here and ask for more. Programming is a hard field to get into without having classes on it. But the tutorial on this website will give you a good basic on what C++ is and what it should look like.
Some other tips for once you start learning, take what you've learned and make some simple programs. I suggest starting with a basic address book. Start with just inputting names, phone numbers, etc. You'll then learn about saving to files, learning how to store everything in arrays, and eventually learning about classes.
If you ever need any help, you're more than welcome to message me or start a new thread on the forums asking for help from the community. We're typically very fast at responding as long as you detail your problem and supply code/errors if any.
Good luck and be sure to take a quick look at: http://cplusplus.com/forum/beginner/1/
Edit: This has been the first time I've been back to that download page in quite some time. I just noticed that they released a new version only two weeks ago.
Sorry if I sound a little excited about that, but it hasn't been updated since May 2010, not as a binary release anyways. Now, everyone can be up to date. :)