Did you create the application using Visual Studio? If so, in the project properties, in the Application tab, there's a setting called "Output type". If this is set to "Console Application", a command-prompt window will appear when running the program, as well as the form. Setting it to "Windows Application" (the default for Windows Forms projects) will sort this out.
EDIT: Just saw your comment on the other answer. This setting corresponds to the "/target" switch for the compiler. /target:exe
will give you the command-prompt, /target:winexe
will just show the form. Hopefully anyway! I'm just going by the build output from Visual Studio.