NASM
NASM is a free, very good x86 assembler.
Get it here

MINGW32
MingW32 is a free C/C++ compiler. It is based around GCC, but produces native Win32 binaries which shouldn't need any DLL's to be installed.
This is in contrast to CYGWIN) which produces applications which are dependant on a POSIX emulation layer in cygwin1.dll
Get it here