I looked around at the different web browsers available and came across an interesting topic. Microsoft Visual Studio Express is available for free. Although it is a stripped down version of the popular Visual Studio editions, it can still make exe files. Therefore, it is useful for people who would like to create their own programs for fun.
Microsoft Visual Studio Express in the Wikipedia at http://en.wikipedia.org/wiki/Microsoft_Visual_Studio_Express
Microsoft Visual Studio Express can be download at http://www.microsoft.com/express/download/
As for other software development tools, there is another option available.
Java is a well known programming language which can be downloaded at http://java.sun.com/javase/downloads/index.jsp. It is recommended that one downloads the Netbeans IDE with it. Netbeans is an editor that will make coding in Java easier. Another, called BlueJ, is a teaching tool that will help one learn how to program in Java. BlueJ can be downloaded at http://www.bluej.org/. Greenfoot, another Java teaching tool, is also available from http://www.greenfoot.org/.
Java creates jar files that can only be executed using java. Fortunately, for those that want to convert it to an exe file, there are programs available. The list of programs can be found at http://en.wikipedia.org/wiki/JAR_(file_format). A Google search for jar exe will also provide many results. The user must have a JRE installed on their computer for a jar file to work though. Although, it should be installed on many computers since some online games and applications are written in Java.
PHP is a free web programming language that is used to create blogs, forums, and many other applications that can run on a browser. If one cannot find the right program online to run on his/her website, he/she can create his/her own using PHP. Many web hosting websites do support PHP websites. Therefore, it is good option for those looking for a way to make websites that are more sophisticated than HTML websites. PHP can be downloaded from http://php.net/index.php. For a complete solution where one does not have to install pieces at a time, http://www.wampserver.com/ and http://www.apachefriends.org/xampp.html will make the installation much easier.