As others have suggested, you can do this if you're willing to write in C/C++ with the plain vanilla Win32 API. However, make sure you link statically to the C runtime libraries. Otherwise, your user may have an older version of these libraries and need to install the Visual Studio redistributable to get the same version you compiled against.
Alternatively, use a GCC toolchain like Cygwin or MinGW. With Cygwin you need to distribute cygwin1.dll and license your program under the GPL, but with MinGW you should be able to link dynamically and your program should run on most Windows installations.