Repeat the first question: have you tried (for free) VIsual Studio Express Edition ? For many things, this is great. You just do not get so many helpers / designers, nor plug-in support (for IDE extensions).
Re second: excluding some unpleasant tricks , you cannot create a clean executable from .NET; it relies heavily on the structure available on the local machine. An assembly is just an IL package and can be contained (usually) in a DLL or loaded in exe, which loads the entry point of assemblies; but in this case exe is just a simple bootloader plus a regular build.
, CLR JVM; "" BCL. MS + CLR, , Windows , (compact, micro, Silverlight, Mono) .
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: . , , "reflector "() # delphi ( ).
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CLR = Common Language Runtime; , VM
BCL = ;
: -, .NET ; -p
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msi ( VS IDE ).
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