VC++ is the only one that can make both managed and native programs
http://msdn.microsoft.com/vstudio/express/visualc/usingpsdk/default.aspx tells you how to set up the compiler to create native Win32 and Dlls.
http://msdn.microsoft.com/vstudio/express/visualc/usingpsdk/default.aspx tells you how to set up the compiler to create native Win32 and Dlls.