They are right in what they are saying, but sometimes you do need the dll files. As long as you have good virus protection you shouldnt really have any issues.
check this out and see if you can find what you are looking for on here
http://sourceforge.net/search/?type_...2B%2B+compiler
as far as I know you are looking for the Visual C++ complier for windows(Win32).
You need to make sure that you dont get this mixed up with the normal C compliers as there tons of people who love linux on there.
Hope that points you in the right direction.