The short advice answer is get the new Visual Studio 2005 Express ( http://lab.msdn.microsoft.com/expres...p/default.aspx
). It is in Beta right now but it is what MS has created to get people in your situation up to speed on the future.
Or you could just do it in MFC which is harder. But at least you will be able to buy books cheap because no one (relatively speaking) will be programming in MFC so they won't want their books. Also there is already tons of code out there that you can use as examples (but then there is tons of C# .NET code out there too).
If you are a 'hobby' programmer because you are doing 'device' programming you might want to go MFC because it has been around a long time and many of the interface problems have been solved but MS is pushing Windows as a device OS so I would imagine they will provide 'support' for .NET interfacing at the 'device' level. If you are going to be doing web designing or database supported programming the only way to go is .NET.