The Demo Scene is a group of people who spend their free time trying to make impressive and very small executables, which usually render something in 3d to music. Often the entire demo (code, music, 3d data) compiles into a single executable that is compressed to 64k or an impressively small size for the content.
You might draw some inspiration from the demos and learning about how they are made will inform your obsession to create small executables.
Often, the key is to leverage as many 3rd party DLLs as possible that are installed with windows. Also, low level, custom coding of everything else is required.