Ok thanks, I get it now.
So do you think for starting out that I should just read some basic tutorials and get to grips with the language and then create some basic programs?
Edit: Also, just downloaded Visual Studio and I have one more question. When creating a new project, when would be the time when you create for instance a Visual Basic project, and when would you create a Visual C++ project?
Never.
Sorry! Couldn't resist

You create whichever one you want to program in (or are forced to program in...).