Beginner programmers use only tutorials and are afraid of original documentation of any library. Most of programmers I know who use Visual C++ - even advanced ones - search for functions and classes documentation in Google, always being pointed to online version of MSDN Library. That's probably why noone told me about new Visual Studio documentation for such a long time.
But I can't imagine coding without having documentation for every library I use installed offline in my system and opened most of the time. For WinAPI, .NET, C and C++ standard libraries I used MSDN Library for Visual Studio 2008 SP1 - a free application that is available for download from Microsoft website in form of a DVD ISO image. But it's a 2008 version. I checked for some new version many times and couldn't find one.
Now I know that Microsoft changed this offline MSDN Library to a new help available in Visual Studio 2010, including Express edition. It can be installed by selecting Help / Manage Help Settings. A dialog box allows you to install, remove and update different parts of huge library (mine takes 3 GB of hard disk and it's located in C:\Users\All Users\Microsoft\HelpLibrary)
Files are downloaded, installed and after that, you can use Microsoft Help Viewer 1.1 to browse this documentation - hierarchical Contents, flat Index (I think it's the most useful), Favorites and full-text search. This help browser works faster than the old one (from MSDN Library). I recommend this method to anyone who code in Visual C++/C#/whatever.