It's suppose to be dos unless you create specific win32 api programs or mfc programs. When you choose to create a program in msvc++ for example you chose win32 console program right? And when you write the program it's a dos-prog because you haven't written any code that specifies it to create a window or something else.

If you want windows programs you have to write code that creates windows for you or use mfc appwizards that does this for you. Have a look at www.winprog.org

good luck!