In my opinion, (and I've said this before)
OO programming is simply an implementation to force programmers to code the way 
they should in the first place.
Folks tell me you can't do things with procedural programming that can be done 
with oo languages.
I write programs in java, pascal, basic, c, cobol, ada, abap, fortran, logo, 
fourth, assembly, perl,
and various scripting/batch languages.
And, I still say that there's nothing you can do with object oriented languages 
that you can't do with procedural ones.
Yes, it's certainly easier in most cases to do those things in oo environments,
but a properly designed procedural program can do all the same things any oo 
program can do, the difference is,
in the procedural languages, the work needs to be done by the programmer, and 
in the oo languages,
the work is already done by the language designer.
No difference really in the grand scheme of things, it only matters to the end 
user
In this case, the programmer,
because the oo languages save time if the programmer doesn't already have the 
librries/utilities in place to do what they want.
It's that simple.

Now, I'll point out that powerbasic at http://www.powerbasic.com
does all the tings vb does, without the need for external dlls when you create 
your final executable.
(download my battleship game if you don't believe me)
All of jim's points are covered, as are those addressed by Thomas.
Pb can do all those things and more.
You can even restrict the executable to a particular version of windows if you 
like, just by using a compile time tag in your source.
It's fast, small (I've not found anything that makes smaller executables) 
(well, stand-alone executables anyway)
and for all that, it's still the same price it was when it came out, and it's 
still being supported and upgraded actively.

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