If you have VS .NET, you can choose either to write and compile the codes within the VS .NET IDE, or via command line.
You cannot run the VS .NET command line tools from your usual Windows DOS prompt (which is activated by START → run, type in "cmd" or START → Programs → Accessories → Command Prompt) because certain configuration settings are required.
You need to use the special VS .NET command prompt if you want to use the command line tools. After you have installed VS .NET, click on START → Programs → Microsoft Visual Studio .NET → Visual Studio .NET tools → Visual Studio Command Prompt.
Type in your codes using a text editor (e.g. Notepad) and compile it using the command line C# ...