I can only think of two IDEs that are worth paying off the top of my head. One is CodeWarriors and the other is Visual Studio 2005 (which Microsoft offer a free 'lite' version).
If you are learning C++ then I would recommend either Code::Blocks (nightly build if you can set it up) or Dev-Cpp/Dev-C++, both of which usually come with the GCC MinGW compiler and are both very lightweight compared to Visual Studio. However, unless you need Code::Blocks or Dev-Cpp for a specific reason, switch over to Visual Studio as soon as possible, it is one of the best IDEs around.
gunntims0103: http://lua-users.org/wiki/ helped me a lot when I was doing the Lua RTS prototype.