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I too am a beginner. Thus far I have tried Borland, MS Visual Studio 2008 Express Edition, and Dev-C++.
I didn't like Borland at all. I felt the interface was cumbersom to use. Also, the editor did not indent as I wanted. And the straw that broke the camels back was that code I had written that worked on MS VS 2008 ED and Dev-C++ didn't always work on Borland.
MS VS 2008 has a great editor. It works perfectly for how I want my indents. It seems very good at pointing out where my mistakes were also. The only flaw that I saw was that in order to run the programs it produces you had to install the runtime components, which in my opinion makes it more difficult to distribute. I also noticed that typically speaking, the console programs created with MS VS 2008 were substantially smaller than that of Dev-C++ though I don't care if my console program is 400k instead of 30k.
Dev-C++ is fairly good at telling you where your problems are but not as good as the MS option. The editor also doesn't indent as I would like however I am getting used to doing this myself. So far, all the programs I have writtens have compiled on both the MS option as well as this so they both seem to do well there for me. With Dev-C++ you (as far as I have seen thus far) do not need to install any runtime components on the destination machine. Because of this, it has been my compiler of choice.

Visual C++ has a few more features (there is a 2010 version btw) and is optimized to make especially windows programming easier. However, that also means it has quite a few features that may confuse the new programmer, or lead them astray with features that require some knowledge about how they work.
Code::Blocks is not quite as heavily loaded with features, though you are unlikely to miss anything using it. It also has the advantage to be available on multiple platforms and it supports multiple compilers. It also has built-in support for wxWidgets (a quite nice platform independent GUI system). My only real complaint with it til now is that it's code completition system is not quite as sophisticated as Microsofts IntelliSense. C::B is what I personally use.
You could also use Eclipse, but I don't really have any experience with it.
PS: At the beginning, you won't need an IDE at all. Just a compiler and a text editor will do- doing stuff from the command line at the start will give you a feeling what exactly linking and compiling is, later you can move on to IDE's which will do all that annoying work for you. Thing is, just cause IDE's can do it for you doesn't mean you don't need to know what exactly is going on.