Fat & Chunky applications

I am writing to ask why my applications (made in VC++) are so big in file size. If I write a simple window (no buttons or bitmaps) in VC++ it compiles and executes fine, but is over 150kb (see attatchment if u want) in file size. This is HUGE and I cannot understand why, considering all the header files I use is <windows.h> and sometimes <windowsx.h>. I also #define WIN32_LEAN_AND_MEAN to get rid of MFC stuff.

I was wondering whether there was any way of making the files smaller.
Thank you :)

Have you set the active mode as Release?
[BUILD]->Set Active Configuration

My app is 1,295Kb in debug and 1045Kb in release (20%).