How to write “C++” in LaTeX

It seems to me that what you really want, is to customize the look of the captions. This is most easily done using the caption package. For instructions how to use this package, see the manual (PDF). You would probably need to create your own custom caption format, as described in chapter 4 in the manual.

Edit: Tested with MikTex:

\documentclass{report}

\usepackage{color}
\usepackage{xcolor}
\usepackage{listings}

\usepackage{caption}
\DeclareCaptionFont{white}{\color{white}}
\DeclareCaptionFormat{listing}{\colorbox{gray}{\parbox{\textwidth}{#1#2#3}}}
\captionsetup[lstlisting]{format=listing,labelfont=white,textfont=white}

% This concludes the preamble

\begin{document}

\begin{lstlisting}[label=some-code,caption=Some Code]
public void here() {
    goes().the().code()
}
\end{lstlisting}

\end{document}

Result:

add the following to you preamble:

\newcommand{\newCommandName}{text to insert}

Then you can just use \newCommandName{} in the text

For more info on \newcommand, see e.g. wikibooks

Example:

\documentclass{article}
\newcommand\x{30}
\begin{document}
\x
\end{document}

Output:

30