As others have mentioned, PHP is really a web-based language. I would recommend you learn C# rather than C++ though.

You can download Microsoft Visual C# Express 2008 for free from here: http://www.microsoft.com/express/vcsharp/Default.aspx

There are also plenty of tutorials, resources, etc on that site and if you run into any questions or problems, feel free to PM me (since this is a PHP forum) as I've been doing Windows software development for a living for some 10 years so could probably help you learn

Alan