I want to develop a small utility for windows and I prefer doing that in c# because it is easier (I\'m a java developer).
The utility will be available for download
Normally, you will need the .NET Framework being installed on the target system. There is no simple way around that.
However, certain third-party tools such as Xenocode or Salamander allow you to create stand-alone applications. See this related question:
Is there some way to compile a .NET application to native code?
As these solutions are not straight-forward and require commercial products I would recommend you to create a simple Visual Studio Setup and Deployment project. In the properties of the project you should include the .NET Framework as a pre-requisite. The setup.exe created will then automatically download and install the .NET Framework prior to installing your application.