C++ is huge and I admit that it has a lot more steeper learning curve than any of the modern present day languages.
Regarding your knowledge of Visual Basic, I am not sure if you are talking about classic VB (VB 6 and versions before that) or VB.NET. VB 6 is old and Microsoft has stopped encouraging any one from using classic VB that runs without .NET framework. But it still continues to support and improve up on its versions of Visual C++. Every edition of Visual Studio that comes out has a good amount of enhancements made for Visual C++.
And if you are talking about VB.NET it is very much in use and is huge. Ofcourse, having an expertise of Vb helps but it has a lot more to it than classic VB. Also, if you are using VB.NET then it runs on .NET framework which also supports development in C# and C++ language. If you are developing windows apps, you can use managed C++ and follow the wizards provided by Visual Studio to connect to database.
Regarding the edition problem, I would suggest you to d/l the trial versions for free from MSDN for learning purposes. You can d/l Visual Studio 2008 professional edition trial version that works for 90 days from MSDN which I believe would be enough for u to get a feel of the immense database connectivity support provided by MS for C++.
It happens to everyone...banging ur head, tearing ur hair, throwing computer out of the window and all...But it occurs to be that u are not there yet. C++ means patience and extreme debugging. And of course, Codeguru forums. I have got 95% of help for my academic project which was a software developed using MS VC++ 2005 from Codeguru forums.
Thank god TheCPUWizard did not see ur post, otherwise he would have first asked u to scrap out any older versions u are working on and get new ones. Arjay's example for database connectivity using ATL OLE DB is good one and it is only one way of doing things.

Just a tip: You can use a good book for Visual C++ and turn to the database section. It has a step by step tutorial type explanation of how to connect to a database. There are plenty from Wrox, The Complete reference ones, MFC programming Unleashed, Visual Studio 2003 kick start and more....

Regards,
Bhushan