BlameThePixel!

Just use Visual Studio...

Tell that to the fuckers at 3dbuzz.com that say, "no visual studio has no compiler in it."

Tell that to the fuckers at 3dbuzz.com that say, "no visual studio has no compiler in it."
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Perhaps some people are just really picky about the meaning of the word compiler. If you have Visual Studio, you don't need to download a separate compiler.

Does selecting "Start with debugger" or whatever compile it for you?

Does selecting "Start with debugger" or whatever compile it for you?
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I dunno if your VS is exactly the same as mine, but what you do is go to the Build menu and click Build Solution. That's the equivalent of compiling.

This will create your program as either a .exe or .dll, depending on whether you are making an application or a library. The file will be found in either /bin/Debug/ or /bin/Release/ depending on whether you are in debug or release mode. A debug .exe will use more memory but help you more if run-time errors occur. I usually use release mode, unless I am having problems.