Help getting started with C++ .NET

[la_citrull]

I recently got a copy of Visual Studio .NET and I am trying to do some C++ programming, but I am having a TON of trouble with all these Visual Studio .NET options and its driving me insane.
I've already tried the MSDN library help and all that stuff, but it is extremely difficult to find anything in there, and most of the stuff seems to be for more advanced uses of .NET. I have yet to find help on plain C++ programming.

Does anyone know of a place with tutorials where I can learn to use all these menu's, options, etc?

My problem is managing my projects. First I created a simple project but everytime I wanted to compile the code, it would ask for a "precompiled header directive", being a relatively new C++ programmer (I know some Java), I had no idea what this was. After some research, I found that I needed to create an empty project. I did, but now, when I try to run my program (which is a simple "hello world", by the way) it says that it can't find my ".exe" file.

My problem with this is, I don't even know if I'm really compiling my code because no menu has the compile option. The closest option I found was "build solution", but I don't know if this is even right. And for running the program I chose "Debug > Start F5". Is this right?

I have been looking through help files for about two hours and I can't find a thing. My head hurts Help!