Links
NetBeans
NetBeans is a great IDE to start programming, and it can be used with the most used programming languages.
MinGW / MSys
MinGW and MSys are adaption of Linux software to work natively on Windows. MinGW is the GCC compiler mostly used on Linux, and free alternative on Windows. MSys is a "Linux Environment", but not an emulation, so it act like Linux, but it is not Linux, so if it works on Linux does not mean it works on MSys, but it is a great piece of software.
TDM's GCC
TDM's GCC is a copy of MinGW, but with an updated version of GCC. As MinGW still works on a version of GCC4, TDM offers you a version fully functionnal and with a great installer that enable you to install the version of GCC you want and even have enables you to have multiple installations of it with different versions.