Not really quant related, but if you're used to unix, then you should probably install cygwin, that will provide you with most of the unixy command line tools you're used to using (Oh and it's free of course!). (www.cygwin.com)

<t>The obvious choices are Scott Meyers' "Effective C++", "More Effective C++" and "Effective STL". I also quite like Herb Sutter's range of C++ books, "Exceptional C++" and "More Exceptional C++". For totally mad, but quite interesting... (if not very practical), Andrei Alexandrescu's "Modern C++ D...