No special OpenGL-specific compiler or IDE should be needed. All you need is a C++ compiler. VisualStudio Express Edition C++ should be able to do it. You can also go with NetBeans or Eclipse, both of which have C++ editions now. They may also have OpenGL plugins, specifically, I recall hearing about a GLSL shaders plugin for NetBeans (but that was a while ago, so that info may be out of date). Don't forget to check out the OpenGL SDK page, which also has some good tools and references.
The main OpenGL site is also a good resrouce to start with: http://www.opengl.org/
(and someone else mentioned the NeHe tutorials - they're also great!)
