|Visual Studio allows you to program in several languages: Visual Basic, C#, C++/CLI and C++. The first three target the .NET platform. The last one targets the Win32 platform. With either platform, you can write both console and GUI applications.|
If you want to write a GUI (i.e. Windows application) in C++, you can either use Standard C++ and a Win32 windowing toolkit, such as MFC, WTL or the Win32 API; or you can use C++/CLI with the .NET platform, which offers a different set of windowing classes to the Win32 ones. .NET applications, such as the one you started writing, require that the user has the .NET Framework installed on his machine. Recent versions of Windows (such as Vista and XP SP3) will already have it installed. Otherwise, you will need to redistribute the .NET Framework with your application (unless you are just writing it for your own use.)
Apart from that, you'll probably find that using .NET makes programming easier than using older technologies such as MFC. C++/CLI is based on Standard C++ but contains lots of language extensions that make the syntax incompatible with Standard C++. But if you are only targetting the .NET platform, and are not worried about keeping to standards, then there's no reason not to use C++/CLI - except, maybe, that C# is much easier to use.