What is a good C++ cryptography librarie?

Every time I want to write an encryption program, say RSA algorithm. I have to re - invent the wheel and design the key generation and all those small things my self.

Now latly I heard abou AES algorithm and that it is so secure and a lot more stuff. But I cant seem to find a good tutorial on how it works and how to implement it (even a basic implementation) in C++.

So what are cross platform cryptography libraries (if they even exist) that I can use?
- I am using visual C++ 2010 and see there is a Security.h header, is this is a crypt librarie, and where can I find tutorials on it?

Also do you know any AES tutorials, explanation etc. ? - Full Post