Edit: which C++ IDE & compiler are you using? Do you have a suggestion for me? I would like a C++ compiler that is somehow the same as PB (I mean no external libraries required, fast,...). Price doesn't matter.
First, I just realized that there are OpenGL libs for pb, so maybe I will convert it over.
Second, a C++ compiler that requires no external libraries.... Well, in order for that any lib you used would need to be a statically linked library that compiles right into the exe and not to a DLL. While technically any open-source lib can be used statically, it can be a pain to convert them since most are designed (at least for win32) to use a DLL. Some do have compile-flags to make it static however.
It can be done, but really because of the nature of C++ theres no one compiler that can just make everything static, because all compilers could.
As far as good compilers go, on Windows I hear the combination of Relo (IDE) and the Visual C++ Toolkit 2003 works quite well. Theres also Dev-C++ which includes MingW, and several other free implementations. If money isn't an issue there is of course Visual Studio .NET (However any Microsoft compiler will usually require a dll (MSVCRTx.dll, but since they are included with windows anyway it doesn't really matter.)
MingW isn't quite as optimized as the VS compiler from what I've tried, but it is still quite good. Also it makes porting things to Linux a bit easier, since MingW is just gcc ported to windows. There are some other free compilers out there as well. Borland C++ has a freeware and commerical compiler thats quite good, though a bit dated sometimes. (Not that it matters since you can usually find a free lib to do what the provided Borland headers might lack.)
For a while I used the Borland compiler and the freeware text editor SciTE.