The VG Resource

Well http://www.microsoft.com/express/vc/ does not look the same as it does in this video http://www.youtube.com/watch?v=XFQ9dw3CyDo
so what do I need to download from http://www.microsoft.com/express/vc/ to be able to compile my C++ files please? Thank you very much ya all's : ) ; )

That's because this is a really old video (from 2008) and as such he's using a really old version of C++.

The current version of C++ still has all the same compilers and stuff. If you look in the C++ folder on the start menu, there's probably a "C++ command prompt" or something like that. (I don't remember the exact name as I don't have it installed right now.)
That's a special command prompt that came with Visual C++ that has all the compiler stuff included with it. Run that, and it will work the same way.

Thank you so super very much : ) ; )

Any general C++ compiler will do really (unless you want bleeding-edge features), though the IDE you use it with may vary.

If you're willing to try something else out, Code::Blocks with the MinGW compiler is pretty good, though I don't know if it'd be to your taste