OK so ive been wondering for a long time now, i have a rather small knowledge of MS Visual Basic, not sure if you do or not. How similar is this to C++?
C++ is quite alot different than VB. It is possible to do OpenGL or Direct3D programming using VB, and there are some code samples and tutorials floating around the net. Off to top of a quick Google search:
http://is6.pacific.net.hk/~edx/contents.htm
While Nehe's tutorials are totally in C++, the code has been converted to VB, too.
http://nehe.gamedev.net/
I'm really not sure what steps to take if you want to learn C++. I started learning BASIC (not VB) quite a long time ago, then went to Pascal, which is really a learning language that does a good job of introducing some of the concepts used in C++. From there I did a bunch of learning into UnrealScript, which is kinda like Java, and finally on to C++. For me it was a gradual progression starting from simpler languages.
Also, what is this compiler business i keep hearing about? Did I use one in VB?
You certainly did. A compiler translates a high level programming language like VB or C++ to a level that the computer can understand: machine code.
Do you use any other programs in conjuction with C++? Let me clarify, say you are making a demo, you create you code, but how does that affect making this rock go here and the such? Do you have to create your own objects and how?
Well, one can use tools like Maya Personal Learning Edition or 3dStudio Max or other 3d modeling programs to create objects. One could even use UnrealEd to make an object and export it to plain text. Of course, all of this requires that one has in their program the ability to read files from such programs. For really basic objects one doesn't need such tools at all, though: cubes are really simple; spheres, cylinder, and toruses can be generated using mathematical formulas. For your first programs, the latter is what you'll want to do: just use simple shapes.
I hope at least a bit of this helps. . .