Linking, Precompiler, etc etc

Anyone know of a good tutorial I can look at to learn, basically, what the hell I need to do to make C++ projects compile?   I learned on VB and I also love C#, but C++ is just messing with me.

It's not the syntax or anything that's difficult, it's just all the hoops you've got to jump through to make the damn thing go.

No matter what, I can't compile anyone else's projects in microsoft C++.  All the project settings, the linker, and WHAT THE FUCK IS A PRECOMPILED HEADER DIRECTIVE? Ambiguous error messages that could apply to hundreads of possible problems according to google (API Entry Point must be Defined?  WTF?) Someone out there must understand all that crap that goes on up above the actual program itself, I mean, people write these things.  So, where can I go to learn this secret knowledge?

GCC's optimization rocks.
It's so/so. You can't expect a portable compiler to do as well as Intel's.

if your code produces too many warnings you fail.
Yes indeed. Actually, it fails if it produces any warnings at all. If anything, -Wall isn't strict enough.

it's Intel syntax and it's indeed superior
Totally true. AT&T = complete lose. I swear they did that on purpose to keep people from using assembly.