Programming Windows: Hello, Windows (Premium)

As you may recall, creating a simple hello, world application in the C programming language for a textual command line environment like MS-DOS (or the Windows Command Prompt) is quick, easy, and readable, even for non-programmers. It looks like so.
#include <stdio.h>

main()
{
   printf("hello, world\n");
}
But as you may also recall, creating even a basic Windows application us...