There is a reasonably high learning curve for both DirectX and OpenGL for game programming.
Have you programmed GUIs before? If you haven't I'd recommend you start out with glut and OpenGL. I personally started with glut and OpenGL. glut provides you with many convenience facilities for GUI apps.
NeHe is a great site for beginning. Loads of tutorials.
http://nehe.gamedev.net/lesson.asp?index=01
http://nehe.gamedev.net
Have fun! if you make any cool graphics, let me know.
Oh also check out this cool prog < 64k
http://www.theprodukkt.com/demoscene.html
Ed