Under the Hood: Reduce EXE and DLL size with LIBCTiny.lib
Jan 2001 - Matt Pietrek
This article is about how to minimize the size of windows executables and dlls.
Techniques for reducing Executable size
Oct 2001 - James Brown
A good article on what can be done about reducing the executable file size under Windows.
Creating a 4k Windows intro
March 2003 - Adrian Brown
This article explains how to create windows programs that are less than 4k in size. It also explains how to use DirectX while still keeping the size within the limit.