Once you have the basics,
topcoder is a decent way to cement your skills with algorithms and STL. Warning: anything beyond the Div 2 250pt questions are quite difficult.
As for the basics, just find a task that you want to program, and program it. I just finished a program to parse a text file of FIRST results, it was about 1000 lines or so.
I picked up nearly all of my C++ skills from the first chapter of a DirectX programming book, which had a very nice introduction to the language. However, I had already programmed a lot before, so it wasn't new.
Another option is go to a university's website for their introductory computer science courses and see if they have assignments for download. These will give you tasks to do that are oriented towards steadily building your knowledge.