When you've got a handle on compiling and linking, I'd recommend upgrading to NetBeans then Eclipse. Both will require MinGW w/MSYS.
I still use NetBeans for most of my projects because it's comfortable. NetBeans just feels easier to use. However, Eclipse is where the money's at. It's super configurable and super extendable.
These are worth looking into. http://plugins.netbeans.org http://marketplace.eclipse.org/
And when you're ready to branch out, I recommend you look into the Allegro and SFML libraries.