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C++ In Action: Industrial Strength Programming Techniques (With CD-ROM) Review by anonymous
this is the one
This is the ONLY book I could get hold of that actually attacked head-on the problem of using C++ and Windows without abandoning object-oriented design and sanity in coding. Maybe Jeffrey Richter has done something as good - I don't know - but I bet he takes three times as many pages to do it. You can work through this book or just read it but either way, your C++ & Win32 skills will be greatly consolidated.
The associated ReliSoft website is well worth a look, with some lovely sarcasm about MFC that didn't make it into the book (plus extra stuff on threads, etc.)