>What is the best tool (compiler) to make some simple and small EXE program for Windows platforms without distributing a large number of library and setup files? Is it Visual C++?

Any true compiler can do this. I'm a bit partial to Visual C++ myself, but Delphi can meet this requirement as well. If you're not familiar with C++, I'd estimate that you'd have an easier time learning Delphi than you would C++. On the other hand, if you've already got VC++ from the VS box, C++ isn't that bad to learn if you're not doing anything terribly complex.