How Can I Build an Independent Setup ?

Hello guys, please help me if you have any ideas. Thanks in advance. The thing is I program as a hobby. I create fun and network chat application for my friends so we could chat. I am faced with a problem that I never thought i would meet? How can i create or is there any language that can run independently off a new Windows installation without the need to download dependencies. Like Python needs a python installer to run and VB.NET needs .Net framework to run, C# needs a framework to run? Is there any language. I have seen some programs running GUI without dependencies on a newly installed Windows system. Can anyone here throw some light ? Trust me Am not lazy, I have searched Loogle for days now no success.