Sure, you can definitely do this. You'll have to write your application in C++, though.
To get started, go to File | New, and under Project Types pick one of the options under Visual C++. For the minimal dependencies, I would suggest one of the Win32 options. Both the "Win32 Console Application" and the "Win32 Project" options appear to take you to the same wizard, which if you click Application Settings on the left lets you pick whether to create a console app or a windows app. A console app will run in a console window like cmd.exe, whereas a windows app will initially have no UI (you'll have to do the UI yourself).
Be aware that even if you don't depend on the .NET runtime, you'll still need to have the CRT dlls available on machines that will be running your program. The redistributables for these live under the Visual Studio install dir, which if you installed in the default location would be C:\Program Files\Microsoft Visual Studio 9.0\VC\redist.