Compiling in Visual C++ 2005?

Recently, I have been experimenting with Visual C++ 2005 Express Edition (with SP1 installed), and while I like it a lot, I have an extremely basic question:

What is the easiest way to compile a program? I am used to just pressing F9 in Dev-C++. Is there any way to compile a program like that or do you have to stick with the stupid command prompt?

Thanks in advance for anybody who can give me advice on this issue.
Just grabbed Visual C++ 2008 Express Edition and compiling doesn't seem to be any easier.... Does anybody know the easiest way to compile a .cpp file with 2005 or 2008?

Thanks.
For most 1-file C++ projects I have a separate project that I just use when I want to compile something really quickly.

Or I just use the terminal.

-Albatross
Thanks. I actually just figured out how to do it. I needed to create a project and add a .cpp file to compile. I have everything working now though.
What is the easiest way to compile a program? I am used to just pressing F9 in Dev-C++.

in Visual Studio just press F5
in Visual Studio just press F5

F5 is the hotkey for debug, F7 is the hotkey for compiling.
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