Compiling Windows Program

I have this source file:

#include <windows.h>

int WINAPI WinMain(HINSTANCE hInstance, HINSTANCE hPrevInstance,
    LPSTR lpCmdLine, int nCmdShow)
{
    MessageBox(NULL, "Goodbye, cruel world!", "Note", MB_OK);
    return 0;
}
and I have the command-line compile tools. What do I enter to make it compile?

Gah. All these new compiler has .NET and MFC crap and takes up gigabytes of space. Do you know what version had just the Win32 stuff?