The trick is to create a Console application and then to change the output type to "Windows Application" (in a C# project). Such an application will neither show a console nor a form window.
To change the output type, right click the project to open its properties. On the "Application" page there is a combo box named "Output type:". Select "Windows Application" from the drop down list.
It's the same in a VB project, except that the combo box is named "Application type:". Also you must select the "Startup object:". Most probably it will be "Sub Main".
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