Learning C++ right?

Question

Since I have been mostly using script languages in the past time but now want to go to the "high-performance" level I decided to learn C++ some time ago.

I looked at some "beginner" tutorials and bought an O'reilly C++ pocket reference book (it's really helpful). My problem is that I now know all the basics but I'm not good enought to program a more complicated game, for example, yet.

• Do I have to get one of those thick C++ books for further learning?
• I'm going to use C++ on Windows mainly. What APIs beside Win32 are important for me?
• My goal would be to write a small interpreter for a programming language I've though of - I managed that in several scripting languages already, what API/Library knowledge do I need in C++ to write one?