To echo vmanes, I recommend wxWidgets. It is simpler and easier to use than the WinAPI, and it is portable to other platforms. QT is nice, but there are license fees for use on Window. Also, take a look at GTK+, which is free and supported on Windows, Linux, and Mac.

The WinAPI is old and very low-level. All of the other toolkits are much higher level, more user friendly, more robust, etc.