small C++ compiler for practicing

I want to practice my C++ at work on my lunch breaks. I use their laptop which is pretty much locked down, although I can load up moderately sized files from a USB flash drive. What do you recommend for a small C++ compiler on Windows XP, it can be console based without debugger, IDE, etc... Hopefully it has a very small system footprint due to security constraints. I did a Google and there's a ton of compilers out there, so I'm not sure what to use. I'm thinking maybe GCC ???
GCC for Windows is called MinGW.
If you want to download it try at http://sourceforge.net/project/showfiles.php?group_id=2435
A very compressed MinGW is ~15 MB. A decompressed MinGW is 10 times that.
Thanks Bazzy, helios. I'll give MinGW a shot and see what happens. If systems support yells at me, oh well.
One thing I forgot to mention: installing MinGW using the installer requires an internet connection. However, you can install it on one computer, then move the whole directory to another and still have a functional compiler.
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