|While you're learning how to program, you should take the time to understand why modularization is good, and why you should keep in mind Object Oriented programming.|
For your case, you should make a function for things that are to be done repeatedly (or even called once, but have a special duty).
For example, in Rolo's case above (haven't programmed in 2 years, so i'm just going to give you the gist of it):
//function prototypes (you list the functions
//in the beginning...so the compiler knows
//what to expect
char choice='y'; //default = y
cout << "Hello World!" << endl;
cout << endl;
cout << "Do again? (y/n)" << endl;
cout << "- ";
cin >> x;
cout << endl;
The beauty of this is that you can call a function (like menu()) from anywhere in the program (you don't need to remember a line number, etc.) And, it clears up your program. Notice how small the main function is. You can easily read how the program flows from one place to another...if you don't know what menu() does, you just jump to the menu() function to see what it does. This is modularity. If you make a nice function, like something that calculates so-and-so, you might take that function in the future and incorporate it into dozens of future programs (thus not having to re-invent the wheel).
Object Oriented programming goes a step further, where you create objects that contain their own data, and you create interfaces to access those objects. Like you might make a Desk object, with the data being a linked list to what you've put in the desk. Interface would be (put_item_in_desk() and (take_item_outof_desk()...that way you can control the integrity of the data).
C++ has the STL (standard template library), which are basically pre-built objects that you can use (they're templates). You basically just add functionality to them (like maybe you want to add a color variable) ...you create objects that inherit their properties. That's another story for later, though. =)
Dr. Nick is right though, you will probably never see a GOTO statement in a program written in a language capable of doing OO.
But once you kick the basic habit and get used to C++, you'll not only enjoy it alot, but you'll be able to pick up on other languages (like Java) pretty fast.