they are both ports of logj. Go with whatever you are comfortable with. log4cxx might be a bit cumbersome to link and build using Visual Studio but once you get over the initial hiccups you are good to go.
Check the respective webpages since they could end up being not updated in quite a while. log4cxx usage requires that you use the correct working version of files, that is if there any later versions at all....
Here's a good article on log4cplus
http://www.codeproject.com/KB/cpp/Log4cplus.aspx