If you don't want to compile you program in the  .NET IDE you can do it from the command prompt.

Just follow these steps to do that

Step 1 : First open the notepad from typing Windows+R

Then type notepad on it .

After that type the C# code over it

using System;
 
namespace Chapter1
{
  class Program
   {
     static void Main(string[] args)
      {
        Console.WriteLine("This is my First C# Program");
      }
   }
}

Step 2: Now save the program as Demo.cs. You must choose All Files in save as type box.

Step 3: Go to Start > All Programs > Microsoft Visual Studio 2005 or 2008 > Visual Studio Tools > Visual Studio 2005 or 2008 Command Prompt.

Step 4: Set Path in command prompt where your Demo.cs file is saved. Here we are using D:/Csharp>

Step 5: Now compile your program by following command:

csc Demo.cs

Just type name of the program in command prompt.