Request for help: I can do classroom programming, but not "real-world" programming. If the problem is to, e.g. take in a huge body of text, collect aggregate statistics, and generate new output based on those stats, I can write it. (My background is in C++.)

However, in terms of writing apps with a graphical user interface, take input in real-time, make use of existing code libraries, etc., I'm at a loss. I'd like to know what would be a good introduction to this more practical level.

To better explain where I am, here is what I have tried so far: I've downloaded a lot of simple open source programs that have a lot of source files. But strangely, whenever I compile them myself and get them to run, it just runs on the command screen blindingly fast and then closes, as if I'm missing some important step. (How are you normally expected to compile open-source programs?)

I've also worked with graphics libraries and read a book (IIRC, Zen and the Art of Direct3D Game Programming) and was able to use that for writing algorithms that determine the motion of 3D objects, given particular user inputs, but it was pretty limited in domain.

I've downloaded Visual C# Express, which was actually pretty helpful in terms of showing how you can create GUIs and then jump to the corresponding code that it calls. I wrote simple programs with that and even bought a book on how to use it, but it turned out to require very circuitous routes to do simple things.

Finally, becuase it's so highly recommended, and I've read Douglas Hofstadter's introduction to it, I thought about programming in Lisp, but the only programming environment for it that I could get to work was the plain old b/w command line, when I figured I'd need to have more functionality than that, and also the libraries to do more than just computation. (I'm experienced with Mathematica, which seems similar in a lot of ways to Lisp.)

So, an specific suggestions on where I should go from here?