C# isn't compiled that it is run on a vm to create the exe, C# apps can only be run with .net installed, C# is a lot like java.
If any of those things are true then I don't know if I am going to be looking into C# as being my primary way to develop win32. The winapi is pretty cool, but I want somethign easier likke vb to develop win32. If those things about C# are true then I am going to stick to winapi w/MFC (So far I think MFC is the best approach to win32 programming)