Re: Visual Studio 2008 & .NET
Actually .NET is avalible for linux under monoproject.
Though I don't believe anyone answered the OP's original question.
You need to make a new unmanaged c++ project - the compiled executable will not work cross OS, but if you follow standard ISO/ANSI C++, all you will have to do is recompile it in GCC in linux.
And I highly recommend learning C# - its pretty much the language of choice for any general application.