Try winprog's tutorial. I found it very helpful when I first started with Win32 programming in C++.

To answer your question about .style, the window styles are sort of like the form properties in vb. There are a few different style constants you can OR (bitwise) together to make the window how you want it. Once you have the class registered, you can create a window based on the class, with even more style flags.

Hope this helps