Unfortunately, the free C/C++ compiler included with the .net framework does not include the stl and is therefore only useable as a C compiler. Assumably, one can use StlPort or something like it, but I haven't tried it.
When you get around to compiling Windows programs(you need the platform sdk), here is the batch file I use.
SET INCLUDE=%INCLUDE%;C:\Program Files\Microsoft SDK\Include
SET LIB=%LIB%;C:\Program Files\Microsoft SDK\Lib
cl /W3 file1.c file2.c KERNEL32.LIB USER32.LIB GDI32.LIB ADVAPI32.LIB COMCTL32.LIB