Cross GCC vs Microsoft Visual C++. Which one too choose. What is the difference

I'm fairly new to C++ and I've just installed CDT Plugin for Eclipse. When I create a Hello World C++ Project it asks me toolchains with options of Cross GCC and Microsoft Visual C++. I have found some answers which mentioned that Cross GCC is about cross platform compiler, but I'm not sure that I need this feature, but also that Microsoft Visual fits my purpose and my purpose is very simple: study and build casual programs. Which one I need to choose?

P.S. I'm using Windows 7 64.