When I create a 'Windows Forms Application', the resultant program is a managed one. Creating a 'Win32 Application' results in a native one, but when I try to add a form I'm informed that the project will be converted to CLI if I continue. How do I design a native Windows GUI with Visual C++ 2008 Express Edition? I'm probably being very silly here, but I just can't figure it out.
As Reed Copsey, MFC would be the "default" way of creating a native unmanaged GUI on the Windows platform. However, MFC is not included with Visual Studio Express. Consequently, you would either need to upgrade to the full version or you could look into using a freely available C++ GUI library such as wxWidgets.
There is also wxFormsBuilder if you want a GUI editor.
You could also go down to the "bare metal" and code right to the Win32 API, maybe take some help from the common controls library. But you'll be entering a world of pain ;)