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?

>>4
Will GCC really solve this problem then?  I know that, for some reason, it makes executables about a meg larger than executables produced by Visual Studio, but I know that visual studio seems to link to libraries unneccesarily.  I still cannot figure out by what magical process some of my programs require uuid.lib (which didn't come with VC++2005 express for some incredibly stupid reason) and other's don't.