After downloading and Installing, run Visual C++ 2008 Express Edition. This will try to connect to the internet to check for updates and new downloads. When you run it the first-time, it will take a few minutes registering components and configuring itself to run and you'll see the dialog appear while it's busy.
You now have 30 days to register to get a registration key. The key will be emailed to you within a few minutes. Once you have it, run Visual C++ 2008 Express Edition, hit Help and Register Product then enter your registration code.
On the next page : Compile and run your first C++ application.
