I would recommend MinGW, which is the GNU (GNU Compiler Collection) Windows port. It has g++4.1 . I've never installed MinGW by itself. Are you just looking for a compiler or an IDE too? If you're looking for both I suggest either Dev-C++ or CodeBlocks. Both come with MinGW. Hope that helps.
You should read the stickies in the C/C++ forum. In the resources-thread you can find a long list of different compilers. You can find the thread here: http://forum.codecal...-resources.html